I just spent 20 mins running software update trying to see how large a download 10.4.9 is,gave up
You can download directly. I recommend it. Use the direct download page.
http://www.apple.com/support/downloads/
Mac OS X 10.4.9 Combo Update (PPC) 163MB (13 hours)
Mac OS X 10.4.9 Combo Update (Intel) 310MB (about 23 hours)
Mac OS X 10.4.9 Update (Intel) 160MB (13 hours)
Mac OS X 10.4.9 Update (PPC) 72MB (less than 6 hours)
I gave the times for 48Kbps dialup in parentheses. You could always start the download at bedtime. Easily doable if you already have 10.4.8 PPC for the last download I listed.
For those who may not get Leopard, I recommend getting the larger Combo updates. That way if you reinstall Tiger sometime, you can just update it from 10.4 to 10.4.9 in a single install.