Things you will lose when you switch to the M9-
The ability to reliably do macro
The ability to use zoom lenses (other than the tri-elmar)
The ability to use depth of field preview
The ability to use autofocus
The ability to use shutter priority and program AE
The ability to use any focal length you choose without external viewfinders*
The ability to sync a flash at 1/250th
The things you would gain:
Smaller size
Reduced weight
The ability to use Leica lenses **
6 more megapixels
Some fuzzy, ill-defined sense of "passion," "nostalgia," or "romance" that is often a misguided belief that "photographer x used leicas, and made great pictures, so if I use the same type of camera as photographer x, I can make great pictures too!"
* The M9, if I am not mistaken, has built in framelines for 28, 35, 50, 75, 90, and 135mm lenses. If you want to go wider, you will need an external viewfinder that goes in the hot shoe. If you want to go longer, you will need a device called a visoflex, which basically turns the M9 in to an SLR. IMHO, that would be silly.
** You can use Leica lenses on Nikon SLRs by buying Leica R mount SLR lenses and converting them to F mount.
As to the cost:
Leica M9 body: $7000
Leica 21mm or 24mm f/1.4 Summilux: $6000
Leica 35mm f/1.4 Summilux: $4000
Leica 90mm f2 Summicron: $3500
Total cost: $20,500
You are looking at paying full price for the M9 and the 21/24, there just isn't really a used market for them yet, as they are all relatively new products.
Don't get me wrong, rangefinder cameras are a lot of fun, and Leica lenses are among the best on the planet. For me, at least, it isn't 20 thousand dollars worth of fun though.