I tried out the filters referenced above and strongly disliked the effect it created. I also didn't want to use any plugins since they'd slow down loading time for what seems like such a basic effect.
In my case I was looking for a text shadow with a 0px blur, which means the shadow is an exact replica of the text but just offset and behind. This effect can be easily recreated with jquery.
<script>
var shadowText = $(".ie9 .normalText").html();
$(".ie9 .normalText").before('<div class="shadow">' + shadowText + '</div>');
</script>
<style>
.ie9 .shadow { position: relative; top: 2px; left: -3px; }
</style>
This will create an identical effect to the css3 text-shadow below.
text-shadow: -3px 2px 0px rgba(0, 0, 0, 1.0);
here's a working example (see the large white text over the main banner image) http://www.cb.restaurantconnectinc.com/