Upgrading to 4.1.40 to 4.2.14 should go real smoothly. With 9 sites linked over ASCN it'll take some time, but realistically there are no real big differences between the two releases.
The one thing to make note of is since 4.2.14 has a new firmware release for 56xx series phones (I'm assuming you're using them according to your local VoIP comment), I'd recommend running Manager as each location locally to send out the BIN files for the TFTP requests. Doing it over a VPN will take a long time. If possible I would install Manager on a local PC with remote access into it at each location and run the upgrade from there. Not only will it go quicker, but it will help prevent any possible issues with sending the BIN files to either the 406 processors or the phones themselves.
That would be my advice. Totally not necessary, however. I ran a 15-site upgrade from 3.1 to 4.2 recently, most of them over a VPN. They had 3 Voicemail servers (technically not supported) so I was upgrading about 4-6 sites per server. Took a while for all the updates to go through.. the entire process probably took a good 5-6 hours for all locations. But I guarantee if I had local machines at each location to run to the upgrades off of, it would've taken half that time.