First off, although both 2K9 and The Show probably are now much better than MVP, there's no doubt that MVP Baseball 09 would be the best game out there. MVP 05 was a thousand times better than MLB 2K5. I'm not sure about The Show in 2005, but yeah, no doubt that MVP 09 would kick some ass.
As for 2K8, the online play did suck, very laggy. Hopefully this year, they've improved the online leagues feature (for one, included a draft, etc.) I'm also kinda bummed that they eliminated the ability to play A and AA games. I sometimes liked to play games as the top prospects in the organization, especially as my SP prospects. I have no idea why they felt the need to eliminate said feature. But hey, if they spent their time improving framerates, I'm all for it.
I wasn't blown away by The Show the one time I played it, but it was probably better than 2K8. I never got the time to really educate myself about the game. I'm definitely buying 2K9 (don't have a PS3, only a 360). I'm optimistic: apparently, they've made franchise run much more smoothly, and improved the game a lot overall. I'm not expecting a genre-defining game, and don't need 2K9 to be such, as I did enjoy 2K8.