I think there's no doubt that the 9500 Pro is faster, especially as pixel shading becomes more and more important. The extra pipeline speed of the 9500 Pro has shown advantage over the 9600XT in several benchmarks... this seems especially apparent in games that are heavily shader dependent like Far Cry.
Tom's VGA Charts IV clearly illustrates the point. The only games the 9600XT beats out the 9500 Pro in are Call of Duty and Flight Simulator 2004.
This while the 9500Pro does better in UT2004, Doom3, Far Cry, Joint Operations, BFV, and whatever the last game is (DTM) Race Driver 2 (never heard of it).
You can also se ea trend towards slightly less dependence on memory bandwidth as the distance between the 9700 and 9500 Pro is less significant on many of the newer games. (where the only difference between the two is 128 bit memory on the 9500 Pro and 256 bit memory on the 9700, other wise same physical core, same speeds for core and memory.) Since it's looking like newer games are more pipeline dependent than bandwidth dependent I'd have to go with the 9500pro.
Especially when you factor in that the 9500 pro overclocks, as the 9500 pro is almost guaranteed a t 50MHz overlcock, while the 9600XT is more likely to get in the 70-80 Mhz range (with half the pipelines this is LESS than the 9500pro), I'd have to call the 9500 pro the clear winner.