I got the 9886 for the USB connection, the 4volt preouts, and I liked the display better. I've really enjoyed using thumb drives to load up music. Some folks have also hooked up hard drives, but I haven't went down that route yet as 16GB flash is enough for me right now. The bass/treble adjustments are the same as the 9884 I believe.
I've been completely happy w/it up to this point - the sound quality is great. I've also read about the difference in SQ b/w the 9886 and 9884, but haven't heard the 9884 so I can't speak to it.