Don't really know about the tags like cfgrid as I generally avoid the built in ajax & form tags. I find I often want customizations that they just can't deal with so I go to the underlying libraries (ie. Ext)
Docs say only 2 things changed for cfgrid in 9
"*Added collapsible, groupfield, and title attributes, supported in HTML grids only.
*Added ability to use the insert attribute in HTML grids.
"
All other tags will have similar change history so you can see if they've done much for what you are looking for
fyi, adobe maintains previous downloadable versions for 7 & 8 at least
8 is here
http://www.adobe.com/products/coldfusion/coldfusion8/editions/7 is here
http://www.adobe.com/products/coldfusion/coldfusion7/editions/
