Since both the game and demo were released to the PSN network just yesterday, I decided to download the PSN demo version of Megaman 9 and see if I can spot any differences. The demo only covered Concrete Man's stage, so that's my only basis for the comparisons. But what I saw made me glad I purchased the Wii version.
I've read somewhere that the PS3 and 360 versions try too hard to smooth out the pixels and make the 8-bit aspect of the game pop less vibrantly than the Wii version...and that's pretty much true. I guess the graphic capabilities worked against these consoles this time.
In addition to the blurriness of the pixels, playing Concrete Man's stage on the PS3 felt like I was playing with sunglasses on. There was an unexpected amount of darkness over the entire level, almost warranting me to fiddle with my contrast settings. Even if this was a result of my TV settings, the blurriness alone would have put me off from such a purchase.
Overall, the Wii version is probably the best choice if you truly want the 8-bit graphics to pop out and scream "retro."