Whats the difference between N509 and the newer NR515?
For one thing, the NR509 is a 5.1 receiver (Front L/R, Center, Surround L/R, Subwoofer/LFE) whereas the NR515 is a 7.2 receiver (Front L/R, Center, Surround L/R, Rear Surround L/R. Subwoofer/LFE x2). Moreover, they aren't even close analogs of each other (different inputs, different features, etc). If you're looking at the NR509, you don't need the NR515, and if you are considering the NR515, the NR509 won't satisfy your needs. Totally different price-points, though, so that's to be expected.
The NR414 is a much closer analog to the NR509, but again, you'd have to look at the differences (one that really sticks out to me is the lack of Audyssey calibration on the NR414).