Changes in Direct3D for DirectX 9
The SDK docs give an overview of the changes in Direct3D for DX9, but the definitive list of changes is given by comparing the header files between the two releases. By doing this you will get an insight into every change between the two releases, not just those deemed important enough to mention on the "What's New" page in the docs.
Below are links to pages listing all the header changes for the core runtime (d3d9.h, d3d9types.h, d3d9caps.h) and the D3DX utility library (d3dx9.h, d3dx9anim.h, d3dx9core.h, d3dx9effect.h, d3dx9math.h, d3dx9mesh.h, d3dx9shader.h, d3dx9shape.h and d3dx9tex.h).
Each item is given by name with a change indication in the first column. The change indicators are as follows: