I'm switching to .010's for a less bright sound but i do like the feel of .009 better. You can pretty much use anything on a Floyd with proper setup.
I use a non-standard gauge
.009 - .013 - .017 - .026W - .036 - .050
It works fine on FR :).
As [Synix] said, you can setup the floyd for any string gauge. I prefer 9-42. For me, it's easier to bend and more comfortable to play.
I'm a 10-46 guy by nature, but I know that 9 - 42 is the way to go.
9-42 vibrato power