It's the shifters that determine the increments. If you have 8-speed indexed shifters, you must use an 8-speed cassette. Deraileurs themselves aren't indexed; they move according to how much cable the shifter pulls. Therefore you can use a 9-speed derailleur with an 8-speed cassette, but it will still of course be 8-speed.
You can pick up LX and XT RD's for good prices on sale, but unless there's a particular malfunction in your Alivio RD that you're trying to correct, I frankly doubt you'll notice much difference. But if it's worth $40 or whatever to you, you can certainly go ahead and do it.
To do a 9-speed upgrade, you will need new shifters, rear derailleur, cassette, and probably a chain.