What brand of cranks/BCD are you using?
Many of the modern cranks have the two rings offset in opposite directions, which helps with cross-chaining on a bike that was originally designed for 5 gears on a 126mm rear-end.
So, perhaps by replacing your chainrings with 9/10 speed rings would help.
You might also try using a 9 speed chain that is slightly narrower on the outside, but without a significant change between the plates.
I agree with others, cross-chaining should be discouraged. It usually doesn't hurt much, but if one hears it rubbing, then it is time to shift.