The only thing to remember is that DX isn't just for the graphics.
DX9 will have better audio and networking features too. Always try the latest version of DX to ensure all the parts work well. Only if you experience problems should you roll back ot a previous version IMO.
Also DX9.0a I think had security issues (leave it to M$ for that!), so at least DX9.0b would be my recommendation.
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