Thanks for the replies all. Somehow I didn't get automatically subscribed to this thread, so I'm just catching up now.

I later found several threads here on the benefits of loose vs. caged bearings (which I now know are properly called "retainer" or sometimes "sealed" bearings, though the latter seems confusing to me). Here's one of the threads. Turns out this issue inspires a lot of debate. It seems that most people lean toward using loose bearings, but retainers have their fans too. My own opinion is that there is little difference between the two, provided two things: 1) You use the proper number of balls for your component (generally 11 for bbs) and 2) if you opt for cages be sure to install/orient them properly. (By the way, after testing my 3 piece assembly dry with the cage facing both "in" and "out" I honestly couldn't feel a difference. So I called Shimano and talked to an excellent tech to make sure I got it right. His answer: the open bearings of the retainer face the spindle; the bottom of the retainer faces the cup.)

In my case I decided to go with the original part, which was an 11 ball retainer in the 600ex bracket. Though it seems 9 ball cages are more common these days, I was able to get 11 ball retainers from a LBS that was willing to order them for me.

The moral of the story? Do your balls any way they make you happy: hangin' loose or snuggled in a nice package. (Sorry, couldn't resist.) Hopefully someone else will find this info useful some day.