First, welcome to the forum!
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Now to your question. Is this purely for the range or for self-defense as well? Range only, go for it, if you feel the need. Personally, I don't think a 9mm warrants compensation, but only you can be the judge of that. Best to rent one with and one without and see for yourself which is better for you. For self-defense though, avoid any compensated gun, IMO. Compensated guns reduce muzzle flip by redirecting some of the gases that normally come out the front of the barrel up through slots in the top of the barrel. Those gasses that are going out the top "push" the muzzle back down to counter the flip. Now at the range, it's not that big of a deal. But in a self-defense situation, if the gun is close to you when you fire, those gasses and powder residue are going to be hitting you! Additionally, if you have to shoot at night (burglar breaks in at 1:00AM) you could be blinded by the additional flash the compensated guns produce.