If the strings are even a bit old (I'm assuming the originals are on there), replace those first before doing any other work. Strings that get worn unevenly can cause buzz problems, and trust me you'll be quite pissed off if you take it in, have them look at it and hold it for awhile, and charge you an arm and leg just because you needed a string change. However, if it's a new guitar, more than likely it's a set-up issue, so if the new strings don't work, take it in and have it professionally set up.
edit: Oh yeah, and if you're planning on changing string gauge anyway, you'll want the heavier strings on there so you can set it up properly for that; getting it intonated and the action set on 9's isn't gonna do you any good if you move up a couple gauges.