Eric, I am far from an expert with the R-09, but with my brief experience, it depends on what you're recording. I found high mic gain helpful when I couldn't get close to the band or if their sound system wasn't very loud. I did a lot of recording with the internal mics last week during a music festival here (no mics yet) and experimented a lot with them. I didn't need high gain with bassy bands either. I taped the White Stripes from my seat about 100 feet from the stage last night with mic gain on low and got great levels and decent sound (for what I was doing and running).
Hopefully some of the more experienced guys will post, but I've played with mine quite a bit since I got it. rWc3523