xbee baud rates and configuration questions

I have a project where I have one computer communicating to a bunch of different devices via xbee.

All of the peripheral devices will be communicated to as if they are the same. i.e. the computer will send a command and then all the devices have to react at the same time.

Up until now I have been using the xbee pros series 1 and have not configured them (i.e. I use them as they come out of the box). This means that by default I use them at 9600baud rate and in no special mode.

In the past I have had some problems where messages have been missed by individual devices (they are all moving around in a space) or I am sending longer realtime messages and the baud rate is possibly too slow.

Should I be setting up the xbee attached to the computer so that it is a "coordinator" and then all the receiving devices are "end devices"?

what are the tradeoffs with going to higher baudrate? i.e. is there a higher chance of errors? What are the benefits to staying at 9600 (or lower)

thanks!

my experience is with series 2. with multiple xbees all config'd as endpoints chatting back to a central endpoint. I mostly had good luck but occasionally would get the data munged when multiple end points would send data back at same time. The receiver would actual mash it together.

I recently switch to a coordinator and endpoints. rock solid for me since.

Haven't messed with baud. my small data bursts are fine at default.