LHO opponent leads low (promising an honor) and Dummy has KJx while you have A9x.
Unless you HAVE to be in dummy right away, play LOW. On a good day, LHO has led from 10xxx and RHO will be forced to play the Queen (or your 9 will win—just as good. IF RHO produces the ten, you can try the Jack when you decide to play the second round of the suit. Do NOT commit yourself with the Jack at trick one.
Even if you only have the 7 or 8 (or even lower cards) in your hand, there is no need to rush in with the Jack. RHO might NOT play the 9 from Q9x and most likely won't play the 8 from Q8x, so playing low on the first round gives you an extra chance.
Please note that, as defenders, if you are sitting behind the KJx with Q9x OR Q8x and your partner leads low on opening lead, and you are SURE that your partner would NOT lead away from an Ace on the opening lead, you should try the 8 or the 9 SMOOTHLY. Even if Declarer wins with the nine, you have lost nothing and Declarer might be fooled and try the Jack on the second round.
In the middle of the hand, if partner leads the suit, you must go in with the Queen (unless, of course, you HAVE the ten). Partner is allowed, and even encouraged, to lead away from an Ace in the middle of the hand to give Declarer a guess in the suit.