Number 9 shot is only .008" in diameter, getting down close to dust. It does not carry well, and is used mostly in skeet shooting, and occasionally by dove hunters if the birds are flying in close. Its primary merit it that it provides a dense cloud of pellets. Because the pellets weigh so little, they do not travel very far, and they don't carry much energy. Its fine for breaking clay targets at a skeet range, where the furthest target is only 22 yards away. However, for trap shooting, where the targets can get out to 40 yards and beyond, and are usually at least 27 yards from the muzzle when struck, it is of marginal use. On a windy day, its almost worthless for shooting trap.
Now, because cylinder bore BP shotguns are assumed to need to be used within 25 yards, using #9 shot on small game is often used. I don't see the shot penetrating the feathers of a mature pheasant, and while you might knock them out of the air, its unlikely that you are going to kill a pheasant outright at 25 yards using that shot size. I have used 7 1/2, 6, 5, and #4 shot to shoot pheasant, and the first seems still too light, #6 is adequate for shooting pheasants over dogs, on the flush, #5 seems to knock them down, and kill them better than #6 shot will, and do it at least 5 yards further than #6, while #4 tears up the birds a lot, limiting how you can prepare pheasant to eat. Pheasant stir fry is often the only way left to serve a bird shot with #4. Patterns are also thin at 40 yards, but #4 shot will kill a pheasant, if hit, well past 50 yards. Since 50 yards is a long way to shoot with any shotgun, choked or not, I recommend using #5 shot for upland game, because I know it will take a bird out of the air, or roll a rabbit so you are likely to recover the game, and not lose it to die later. Here in the midwest, where the winds can change and pick up speed in minutes, we often have high winds in the autumn and early winter during Upland game season. I have seen some marginal hits with #6 shot under those conditions, where another hunter standing right next to that shooter, but shooting #5 shot brings the birds down hard.
I do use #8 shot for hunting dove, either in my suppository shotguns, or in my black powder guns. I also use it for skeet, trap, and sporting clays shooting. On really windy days, I will switch to #7 1/2 shot, as it bucks the wind better than #8. If I were an avid Skeet shooter, I would use a lot of #9 shot. Particularly in the smaller gauges. ( .410, and 28 Gauge.)