Powering everything from the onboard 5V regulator is really pushing the limits of the regulator.
If you add a seperate heftier (1A to 1.5A) 5V regulator and bring 9V into that in parallel with 9V into the barrel jack, you would be much better off.
Or just a 5V, 2A wallwart to power everything.
http://www.dipmicro.com/store/DCA-0520
I never saw the point of using 9V, 12V wallwarts and overburdening a little 800mA regulator when a 5V wallwart could be used instead.