What should be the answer to this question?

In what country did you claim residence for tax purposes during the tax year?

I have been in United States from Aug 2006 on F1. My visa status changed to H1-B on oct 1st,2009.

I am filling form 1040NR-eZ.

Thanks in advance!

If you are non married, file nonresident tax return and Form 8843. If you have income during F-1, claim treaty deduction.

Should it be India, as you are filing 1040 NR... I m not sure..

Which Form and line you are asking about?

1040NR Page 5
Question B
If I am filling 1040 NR which is a non resident form, where should I claim my residency, even If I stayed in US for the tax year (and filing as non resident, due to F-1 status ) and never stayed in the country of my citizenship?

So should it be India for above information?

Since you are filing as a non-resident alien, your HOME country should the country you claim as residence for tax purposes during the tax year.

In your case, that would be India.