I am to make this decision as well. I was very happy with my N9 except that it didn't had some apps I wanted and although it's performance wasn't that bad, it wasn't as fluid as WP8 or iOS, either. Also there were no updates for the stock apps and I wasn't very happy with some cons of Twitter and Facebook app.

I'll probably buy Lumia 820 (already sold my N9) but I'll definately miss the great user experience on N9. The swipe gestures and the buttonless UI design is simply unmatchable by any OS out today. Also the typing experience is better on N9. Also I was in love with camera quality of N9 and looking at the camera quality of 820 makes me wanna cry, although I heard some people saying the sensors are identical. The sample pictures taken by Lumia 820 appears to be losing details and too bright. One other point is that 4.3" screen is a little too big for my hand, I like operating my phone with just one hand and it is hard on 4.3" screens.

On the other hand, by buying Lumia 820 you will get a better overall performance (while doing everyday things like browsing web, Facebook, Twitter, using navigation). You will also get an OS that constantly gets updates and new apps. I can only count 2-3 advantages of Lumia 820 but these advantages are really important on daily usage so...