No, the other way makes more sense in terms of the order. For example, it makes sense to say and write the date in order of smallest to largest unit of time.
I say two-thousand nine, I'm from Canada, Toronto specifically. But I don't know what you mean by the "on" thing, maybe you could clear it up? I used to say two-thousand and nine because when I was young that is what my mom and dad said because in Africa they speak british english, but then in elementary school they said it is not supposed to be said with an and so I've always said it without the and.
I say "two thousand nine". Born in Wisconsin, live in Minnesota. Saying "two thousand and nine" would make other people here scratch their heads and ask, "And nine what?"
I do find it interesting that we refer to the years as "oh eight" and "oh nine". I'm Class of 2011 at my university, but I find it rather awkward to say "I'm in the class of eleven." It never sounds right. Saying "two thousand eleven" is way too darn long so I'm starting to compromise with "twenty eleven" which what I believe we'll start saying soon.
I don't think it matters how one reads 2009, (two thousand and nine). All version are readily intelligible.
One thing that does irk me is the habit in the US of writing dates as MM/DD/YYYY. It isn't very logical. Either go from big to small or small to big not mix it up. The problem is that almost everyone in the world uses DD/MM/YYYY which makes for serious confusion when working internationally.
And metric as well. What's with hanging on to that? The Imperial system that is in place in the States is actually the British Engineering System and even the Brits have half abandoned it. I am a scientist so I am somewhat biased, but really, the metric system is much better. And more importantly used by everyone in the world.