I still have the ability to switch GPUs through the Energy Saver pref pane. "Higher Performance" is the 9600; "Better Battery Life" the 9400.
When switching, you will have to log out, then back in. This is done automatically when you change the selection.
Did you have it set for 9400 before installing Lion? (or is that what you meant in your OP and I'm a bit slow... 😉 )