First thing you want to look at when flopping a set is how coordinated the flop board is. The problem with slow playing a set past the flop on coordinated boards is that your opponent puts you on the board (thinks you have a flush or straight). Sometimes they even have a flush or straight themself. It's often better to play it quickly, since any opponent you want paying you off has top pair or better, and is not drawing. You don't want the guy who is drawing in the hand with you (unless he vastly overpays), because practically speaking, your set has a lot of reverse implied odds. It's very hard to release.

The reason I say this is because the turn 9 not only gave you a full house (yah!), but also decreased your implied odds (oh shit!). That is to say your opponent may think it's reasonable you hung around with a 9 on that flop, and then caught trips. This of course was just bad luck. The flop was very favorable for a slow play, and you were right to do so. You have to think on your feet however. When the second 9 comes you can't decide to come alive on it. Your opponent will put you on it, since the flop action would suggest it's reasonable you hung around with second pair. Instead it's better in this case to continue slowplaying until the river with such a strong hand.