8 vs. 9
First things first: I'm an 8-ball player, first game I learned, been playing 8 for over 25 years. Conversely, I've been playing 9 competitively for only the last two years. That said, here is my perspective on the two games.
8-ball requires more mental 'gymnastics' in that you are required to call your pockets, pocket balls, and make shapes while avoiding the inherent pitfalls your opponent's balls.
9-ball requires more physical 'gymnastics' in that you must be more precise with your shapes. Therefore, stroke mechanics, touch, etc. are more important in 9-ball.
However, the mental difficulty is less than in 8 simply because you are not required to be as creative.
Which game do I think is harder?
I think it was tough at first for me to play 9-ball consistently well because my understanding of stroke mechanics to produce a given shape was not as polished. I now have a better understanding of how to make shapes because of my 9 experience.
On the other hand, friends of mine that are primarily 9-ball players can play 8-ball at a fairly high level almost immediately, by virtue of their strong mechanics and ability to make shapes. However, as accomplished as some of them are as 9-ball players, they shoot themselves into trouble fairly often in a game of 8, simply because they put too much pressure sometimes on their ability to make shapes. They force a shot and miss the shape.
The simplest example of this I can think of right now is the safety.
In 9-ball the object is to hide the cue ball from the object ball, singular. You only have one ball you have to hide from.
In 8-ball you may have to hide the cue from as many as seven other balls.
This fact, in and of itself, increases the level of difficulty over that of 9-ball.
IMHO