I entered US on F-1 visa in August 2005. Changed to H1-b in October 2009. Was on OPT for Spet 2009. What status should I file my 2009 taxes?

I am not a tax expert. But I believe in the tax form there is a field where you mention if you had a visa status change. So you should mention it there. If I where you I would mention h1b.

According to me, you should be filling Form 1040NR-EZ and 8843 for the last time (as non-resident alien).

If you are not married, file nonresident tax return and Form 8843. Claim treaty deduction if you have F-1 or OPT income.