At Circuit City, they use different numbers of cents to indicate sale conditions. For example, 99 cents might mean normal price, 98 cents might mean clearance, 97 might mean open-box, and 95 might mean sale price. I forget what correlates to what, but it's something like that. Other stores might also use similar systems. On the other hand, I'm sure that that's not the reason it was started, but just abuse of a system that had already been established.

Oh, and if I remember correctly, the nine tenths of a cent on gas prices is part of the gas tax. That is, the gas tax specifies something and nine tenths of a cent per gallon, and the retailers just got used to passing that cost on directly, or some such. (Seems like it would be easier to just overcharge the consumer by one tenth of a cent, but what do I know?)