I just changed my status to P-1 for 2009. And I was wondering what form should I file for 2009 tax return. I do have a schedule C as well.

What visa you had before P-1? When did you enter the U.S. When did you change to P-1?
Do you have self employed or independent contractor income?

I had F-1 visa first, then last year I got P-1. yeah I do have self employment income, so I have a schedule C.

Yes you will report self employed income on schedule C or C-EZ (Form 1040).

SO file a 1040 or 1040NR?

Probably Form 1040NR; depends on WHEN the conversion from F-1 to P-1 happened.