Mega Man 9 still manages to sneak in some elements from the later games. The item store is full of things that have shown up in Mega Man 6 and later, which is fine! We like later Mega Man games, and the idea of synthesizing the best elements from the whole series is a sound one. Plus some of this stuff is really helpful.
You can use the bolts found throughout the levels to buy these items. Just for reference, we saw several of these bolts in the E3 demo levels, but couldn't reach any of them. So good luck! You can probably figure out what they all are from looking, but we'll describe them for you as well after the break.