At E3, GameSpot held a live streaming show wherein they would have developers of various titles at the event come on, show their stuff, and answer questions. As luck would have it, Mega Man 9 was one such game they opted to show off. A recap from Kombo covers most of the key points of interest from the show. In short, they said (though in unclear terms) that game saving would be possible after completing a level; that there would be eight bosses and five (if memory serves) final levels; and that the chargable Mega Buster and slide move sound like they won't be included, though one of the very stages they were playing on the show had a bolt tucked away in a narrow corridor where only a slide (or perhaps some as-yet unknown alternative) could reach it. There was also some mention of getting fans into the excitement, with remixing of music, art, and other things.
The recorded segment has not yet been posted on GameSpot's coverage of E3 in the link above as of this writing, but keep your eyes peeled, and it should show up there soon.
Edit: The video is now available.