First things first, the CX9 is not a sports car and will never give you the level of responsiveness and road feedback you will find on a sports car, period. It was not designed to do that...
That being said, there are ways to make the vehicle more responsive. First, and probably easiest, is to go to larger diameter wheels while keeping the stock wheel/tire diameter. Less sidewall flex = more responsive steering. The caveat here is to not cheap out, as larger wheels will tend to be heavier and may actually make steering feel worse.
Next, you can install beefier suspension components such as thicker sway bars and shock tower braces to reduce suspension flex.
After that you can get into installing stiffer shocks and springs. Mind you, in my opinion the CX9 is already pretty stiffly sprung to begin with. You can also lower the vehicle a few inches to reduce it's center of gravity...
Make sure all work is done by a reputable shop who specialize in suspension work.
