How can I switch back and forth between globally installed Drush versions? I installed Drush 8 using cgr (which is a safer replacement for composer global require):
cgr drush/drush:8.x-dev --prefer-source

But now I also want to install Drush 9 for certain sites. Is there a way to switch between Drush 8 and 9 easily?
As you probably know newer Drush versions have to be installed locally. Go ahead with installing Drush 10 (Drush 9 is EOL) for certain sites. The globally installed Drush acts as Drush Launcher and will find local Drush installs.