I did what you are asking about with Shimano to Campy 10 speeds conversion using Miche cogs; should also work with 9 speeds.
http://vintagecampagnoloforum.blogsp...-cassette.html. The individual cassettes cogs
http://www.universalcycles.com/shopp...?category=1569 cost much more than a pre-built cassette;
http://www.universalcycles.com/shopp...&category=2620. Then you buy the Campy 9 speed spacers..
http://www.universalcycles.com/shopp...3&category=503 (remember you only need 8); also the spacers work with the specific width of the cogs; check out my blog for some specifics..BTW, you may want to replace the final position 9 speed cogs with a 10 speed, as it is offset toward the hub and would give you more space on the Shimano hub shell, which is shorter than a Campy and give you more room at the end for the lock ring