In my opinion, it's best to keep a chain and cassette together. If you use a worn chain with a new cassette, the cassette tooth profile will wear to match the pitch of the slightly elongated chain. This sort of accelerated cassette wear may or may not be acceptable to you, depending upon your financial situation.
I'm so cheap, on my road bike (which is 10-speed) I use each new chain with a relatively new cassette for the first 1,500 miles, then switch the newish cassette out for an old one and finish off the chain (usually another 500-1,000 miles). The older cassette skips with a new chain, but works fine with one that's had some use.
It's aggravating that 10-speed chains and cassettes cost so much more than 9-speed, and they don't seem to last as long. I'm building up a Salsa Casserole and I decided to go with 9-speed MTB parts; an XT rear der and bar-end shifters.