Single play works very well in its own right, but the multiplay and Pass-By guest system really tops it up.
Albeit some early reviews commenting that this game lacks substance, I whole heartedly disagree. I think that these commentators didn't really get thoroughly into the character development & item system, and just "completed" the story and put it down, more or less.
DQ9 has its weakness of course. It's main plot line feels a little disjointed at times, although in each segment it can get very heavy and involving. Side quests buff up the main plot well so from time to time you get distracted, which may or may not be a good thing depending on your style of play.
I can't praise them enough for the world and character development though.
At first the field is not very big (to get you started, I think), but later zones are huge. There is this sense of 'journey' thanks to this scale and it's a pleasure running across them while hunting that specific monster and items. Character development allows you to unlock & change jobs without penalty, so that you can revert back to your old job if you want. You don't lose the level/exp previously gained in that job, so nothing is lost. The only thing that carries across all jobs is the skill points and acquired skills. These come in 2 flavours - the permanent improvements (such as HP+10) and triggered moves (like spells-like special moves).
In the end, this combination is powerful. I've come to realize lately that there isn't that much overlap in skills, so there is actually a point to all these skills. How you want to develop your character or what stats you want to improve will decide how you distribute the skill points across all/some jobs, and what equipment you wear. There's a god-awful many items in the game and once you start forging your own items, you become affixed in how you develop a certain character and how they appear (believe me, you'll end up caring). There is also the special item, a tomb and a scroll, which is specific to jobs and specific skills. They provide big rewards such as double-attack and auto-steal. You have to quest for them ala EverQuest / WoW style and by this time, you'd have forgotten where the hell you were in the main story. It's that involving.
This gets deeper once you complete the story. You start to discover and develop countless number of treasure dungeons where big monsters roam. DQ oldies would be glad to hear, all the big bosses from the previous installation of Dragon Quest franchise will be present, and each one of them go from lvl 1 to lvl 99 (insanely hard). Loot gets better and better and camping for items gets really obsessive.
Pass-by Guest system is used to pass on treasure caves you discovered and completed. In theory you can do them all on your own, but it's unnecessarily long winded. It's better to be given some. There is also a nation-wide quest set by Square Enix every so often and you get rewarded if all participants (put together) fulfill the objective. Square-Enix also has an online shop in-game where you can buy equipment. Finally, you can link up with your friends' DS and and host an adventure like in Diablo. Gaining exp and money (which is always tight) is considerably quicker and fun doing this. In fact, power-leveling the main character gets considerably easier this way, so it really helps your single play.
It's a very well made game. I find it surprising that some early reviewers in the west fail to notice this depth. A language issue, perhaps? It has so much content that I suspect many players will need an online guide or strategy guide to do everything. I can tell you that I've had sleepless nights, niggling with an anticipation to get that next big thing in the game.