>Does VFP 9 come with any of the MSDN subscriptions?

Yes.


>Is VFP 9 part of Visual Studio 2005?

No as it does not compile to the CLR or run in the NET framework (but collaborates with it). It comes separately.



I assume that is the lastest replacement for Visual Studio 6?

Not exactly. MS went NET years ago. Visual FoxPro stayed healthy and was upgraded to VFP7, then VFP8 and currently VFP9.
Visual Basic was killed (staying at version 6). All other languages were replaced by .NET (C++, VB.NET and the newer C#). The current IDE is Visual Studio 2005.