To put is simply, a CTS is a 9500 without walkers but instead has two rotors. Still retains the cylinder/concave/beater. There are some other minor differences too but they are pretty much a poor man's Lexion. The good and bad depends on what crops you are cutting.
The CTS was introduced in the United States by Deere as a rice machine. Most of them are in the Mississippi Delta and the Sacramento Valley in California. There are a few scattered around outside of those areas. The good is they are a good rice machine. Also, probably several on the Canadian prairie for heavy straw. Like JD95 said, depends on what you are cutting.
The 9400 is a walker, the primary difference from a 9500 is the walkers are 18" shorter and a smaller engine. Comparable in specs to a 7720.