Actually, technically, the 5600 (and the rest of the FX series) does have full DX9 support.
The problem (and the reason why some people say it doesn't really have full DX9 support) is because of the way nVidia designed the card. Without code written nicely optimized for nVidia's DX9 shaders, the card slows down quite a bit.
An analogy (not a direct translation of course) is how Bobbaue always tells us to try to use less textures, but larger textures. It's the packaging that slows down the nVidia cards.
The Radeons don't have this problem. They also handle AA way better.
The recent driver cheats the nVidia has been employing have largely been removed from the latest driver set. They've mostly got their on-the-fly optimizer in the driver working and hence the FX series is now reasonably fast.
The 5600 is a PO*. It's loud, hot and not really that fast =/. Even with the updated drivers.
In fact, anythig below 5700 is a piece of junk. Don't buy them. Don't even think about buying them.
If you can afford a 5950, you can afford a 9800Pro (or even XT).
The 5700 is actually a very good card for it's price.
The 9600XT/Pro/NP are arguably even better.