Rear derailleur speed number interchangability I have a bike with an 8-speed cassette and would like to switch to 9-speed cassette.

Can I keep my rear derailleur? which is a Shimano Alivio one?
I understand the indexing might mess up this, but I figure the indexing is handled by the shifters, rather than the derailleur itself!

Also, Saint Sheldon seems to confirm it is possible , is that really reliably so?

Apart from that, I know I will need a new chain to handle the 9 speeds, is there a consequence on the crankset? or do cranksets support all chains width?
You're right, indexing is handled by the shifters.  So if you replace the 8 speed to cassette with a 9-speed cassette you should be able to use the same derailleur.  But you will have to upgrade your shifters.  The only caveat with the derailleur is that it has to be long enough to accommodate the amount of chain slack generated by going from the largest gear to the smallest gear. This becomes a problem when trying to use a road derailleur with a mountain bike, which usually has a much bigger range of gears.