It's a little foreign to me to hear that taking snacks from your own kitchen is stealing. I understand you not wanting her to overeat or waste food though. So, something needs to be done in reference to that, but I wouldn't use the word stealing when talking to her about it, especially if she has been known to actually "steal" in the past. You might think about cutting frosting, cookies, soda, syrup, etc. out of the grocery shopping list so maybe she's less enticed to take food that she doesn't really need or want.
As far as the other stealing goes, I think she probably needs a combination of things done. If she's seen a therapist and that hasn't worked, then you might consider a Christian counselor (or other religion if you're not Christian). Sometimes that can make a world of difference, especially when the person is doing something that when it all boils down to it is immoral. You might want to talk about morals with her and that even if she's not being taken away by the police when she steals something, God still sees it every single time, and it does not make Him happy. He doesn't forget it.
Aside from that, I'd use tough love with her. Let her know that you love her, but that when she steals she's getting on the wrong path for her life. If you find out that she's taken something that isn't hers, ANYTHING regardless of size or monetary value, I would take her things from her. If this has been an ongoing problem, I would consider stripping her of all of her possessions the next time she steals. Let her have her bed and clothing and that's it...until she's proven herself to be trustworthy, and then and only then allow her to earn some of those possessions back. It may sound extreme, but a 9 year old is not a baby. I taught middle school before becoming a stay at home mom, and I've seen children close to her age with problems like this. Most parents just won't take extreme measures to deal with the problem.
Another avenue you might consider is finding someone who specializes in treating kleptomania. If she takes things for no reason, then she may have a bit of this, and I'm sure there are treatments available, but I doubt that just any old counselor/therapist really has that knowledge.
Good luck and God bless!!