If you are looking to get a quicker response from the rear derailleur, would be looking at replacing the inner & outer gear cables before the derailleur. These will determine (along with the cable routing which you normally can't change) how well it shifts. you may get some improvement if going for a combination of shifter and derailleur upgrade, but less so if looking just at the derailleur.
For Shadow vs non-Shadow, having used both; off road would always go with Shadow, for on road as you are using, would look at the which ever was the cheapest option.
For the reduction in chain slap you mention, this is possible when using Shadow+ derailleur, however, these only come in 10 speed (Dynasys for Shimano) and are not 9 speed compatible.