11's sound heavier, sustain longer, last longer, and scream louder than either 9's or 10's.
I recdently changed a friends guitar strings (He uses 9's) for him and had forgotten what 9's had sounded like. After I was done, I tested it through my rig and could't believe it. The 9's sounded small in the tone dept. Almost dead compared to 11's, It didn't even come close to the sustain as my guitar did. I got some nice screaming harmonics out of them, however those same pinched harmonics sounded dead compared to 11's.
In all fairness to the 9's though, his guitar was a Jacson Kelly with stock pickups. My guitar uses EMG's.
I started learning guitar because of Randy Rhoads..but Yngwie J. Malmsteen is my biggest influence.