Postgres 9.x installation in Ubuntu

Up to and including Ubuntu 10.10 Postgres version 9 is not supported/offered in the repositories.
[fleXive] however works fine with Postgres 9 and it is the recommended Postgres version to use.

Open a terminal console and switch to root (sudo -s) and the enter the following commands:

add-apt-repository ppa:pitti/postgresql
sudo apt-get remove postgresql-8.4 postgresql-client-8.4 postgresql-common pgadmin3 pgadmin3-data
sudo apt-get install postgresql-9.0 postgresql-client-9.0

Now change the postgres user password (still running as root):

su postgres
psql -d postgres -U postgres

In the psql shell enter:

alter user postgres with password 'a';
\q

You should now be ready to use Postgres 9

If you need pgAdmin (which does currently not support prebuilt ubuntu packages) you'll have to compile and install it by hand:
First, create a source directory and grab the tarball (adjust version if needed):

wget http://wwwmaster.postgresql.org/redir/407/h/pgadmin3/release/v1.12.1/src/pgadmin3-1.12.1.tar.gz
tar xvfz pgadmin3-1.12.1.tar.gz
cd pgadmin3-1.12.1
./configure
make
sudo make install

configure will most likely complain about a missing pg_config.
To fetch it and grab other possible missing dependencies, open a terminal console and type:

sudo apt-get install postgresql-server-dev-9.0 libwxbase2.8-0 libwxbase2.8-dev libxml2 libxml2-dev libxml2-utils libxslt1.1 libxslt1-dev

Upgrading to Ubuntu 10.10

Make sure to re-enable the repository ppa:pitti/postgresql as the upgrade process will disable it.
In case you get errors when starting postgres complaining about SHMMAX add a file /etc/sysctl.d/90-postgres.conf containing:

kernel.shmmax = 41943040

Or adjust to a size until everything is working fine again.
See this bug for further information.