Sounds like good advice being given so far. A few comments:
1. Devices that should run on 12V should be run on 12V and not 9V or most other voltages.
2. Current expressed in Amps or mA (a 1000mA is 1Amp is 1A) on the power supply needs to be equal or greater than the maximum of the device that is using the power.
3. Polarity is important with DC circuits! I always check it. I have devices that look identical except for the label that tells you what is + and -. Note that you can always switch the polarity around if you are handy with cutting stripping and reconnecting wires.
4. If you understand the supply and the device being powered well enough, you can mix supply/device voltages without harm (hooking 12V or 9V supplies to 9V or 12V devices in random combinations for example). However, generally this information is not easily available so you run a notable risk in doing so and should generally "not be tried at home". But I have been known to tear things apart just to find out
5. Switching power supplies are generally nosier than linear power supplies and can interfere with other electronics (GPS, radios....). The AM/FM radio test is useful. If it fails that test, it is a cheap/poorly designed power supply. Realize even if it passes you may have trouble with other devices (GPS...). However, well designed ones do not cause these issues. For example, automakers put numerous switching power supplies in cars with and without shielding and typically test very thoroughly to make sure there are no issues.
6. I agree with Ed that a set of adapters and various voltages can be useful. I have used those also.