jazzyjen wrote an answer about Dansko Phoebe Clog - Women's on April 18, 2012
I know you asked this question forever ago, but in case this helps you or someone else, here goes -
I wear an 8 1/2 and I always get size 40's for closed-back Dansko clogs. My foot is on the narrow side and I've tried the narrow Pro's, which are just a bit snug in the width so I've gone back to the regular width and my foot moves side-to-side just a bit more than I want, but I still love the fit overall. All that being said, the Phoebe is probably a bit diffeent because the elastic goring allows more leeway in the width and for a higher arch. but I'm still thinking that if you are a 9 1/2 you should try the 41's.
Hope this helps somebody! :)