The phrase 'to be on Cloud Nine' means to be in a state of utter bliss, elation or euphoria. Apparantly, this expression originates from the United States Weather Bureau, from around the 1950s. They categorize clouds into types, nine being a cumulonimbus (the massive ones with flat bottoms and rounded tops) - the highest type.
Cumulonimbus clouds occur at around 30-35,000 feet, so being on cloud nine was supposed to be as high as you'd want to get !
RoguePoet thinks that another source could be The Nine Choirs Of Angels - the highest of which is The Seraphim, ninth. The other end could be the nine circles of hell, of which a writeup can be found here. Might be on to something, but I definately have seen the nine types of clouds mentioned in two or three places. Anyone have any other perspectives on this ?