A couple of points.
9.2 is just a slight update of 9.1 - nothing revolutionary.
10.0 will be out very soon (it's up to the second beta already) and is a leap - KDE 3.2 and a 2.6 kernel.
So, it's probably worth waiting for 10.0
If you don't want to, and don't want to download the 3 CDs for 9.2, there is another way. Basically, change your update medium in your Software Update from 9.1 repostories to 9.2 ones instead. When you run the next update, your whole system will be updated to a 9.2 system, but only the installed packages, so it takes a shorter time than d/loading the CDs.