I got a 9500 a month ago. You can use basic playback functions without a tv. However, for certain functions (e.g. putting the player on repeat) you will need to remember a sequence of keypresses. For complex one-time set-up (e.g. turning digital output on or off) you simply must have a tv.
My living room system is audio-only. Hence, when I first got the 9500 I had to bring it to my tv room to do the settings. Then it was fine when I put it in my audio system.
I have a SA14 coming later this month, though it will have the TRL mod and so would not be a fair comparison to the 9500. I would not expect the 9500 to be as good on audio as the SA11 or even the SA14.
