When I upgraded I didn't lose my custom key commands or preference settings.
But, when doing an upgrade for any app I recommend doing the following:
1. Repair Permissions:
2. Clone your system (Super Duper or Carbon Copy Cloner are great tools) or at least backup all important files.
3. *Related to Logic*:
Open Logic 8, open the KC window and choose Options > Export Key Commands...
4. Copy your Logic 8 Preference file (com.apple.logic.pro.plist) and Control Surface pref file (com.apple.logic.pro.cs).
You can find them here:
User/*Your User Name*/Library/Preferences/
5. Install Logic 9
6. Enjoy :)