WE9 is better than PES5 - I've owned both.
Patches work on both games - At least the powerpatch does and I think thats the best one.
You can score better goals on WE9, the ball seems to move a bit faster. The high through ball is also much more effective, i.e. it doesn't go to the keeper every time - you can actually latch onto it and score some good volleys.
Downside though, is they've made the CPU even harder to beat than PES5. Not so much the computer playing better than you, more by ruining your play by manipulating your players into positions where you can't intercept anything, or win any headers, or control a simple pass, or ever hit the target - almost EVERY deflection bounces in favour of the CPU. If you're in a great position to skin someone, your player will take 5 minutes to get the ball under control allowing the CPU to take it off you, either that or he will let the ball run under his feet straight to a CPU player.The frustration level is often so high I have to turn the game off before I smash something...my monitor must live in fear every time I play!!
You'll find you can have 21 shots, 7 on target (there should have been at least 15 on target, but your player will inexplicably miss open goals and one-on-ones) and the CPU will have 2 shots, 1 on target and that one on target will be a free kick, or a header from a corner in stoppage time and you'll lose 1-0...grrrr!! That's only 4-star too!
Play 2-player on WE9 though, and I can guarantee it's more fun than PES5...especially with the powerpatch.