RE: quick but difficult question
From other discussions with people flying CX2's at 5000' + they suffer from shorter flight times. If you extend to 9000' its likely they will not even get off the ground as the motor will only spin so fast for a given battery voltage. If you go to a FP machine, at least you have the option of changing the motor pinion to get higher rotor head speed. I think your thought of getting a CP machine is the very best way to go as you can still set it up to "act" like a FP machine for the learning process but you can alter the pitch to help compensate for the lower air density.
As far a models. I dont think I would exactly look at a Trex600E as your first heli. Thats a $1500.00 package. You should try and stick with a model that is lower cost unitl you a) see if you like it and b) get through the "cost of learning to fly"
I would look at the HBKII or the Belt CP from Esky. They are plastic machines and low cost to repair. Both are CP. If you have a bit more money, the blade400 RTF kit is not bad and the radio will allow you to emulate a FP very easily.
The trex is a great machine (I have one) but i wouldnt reccomend it as a starter machine.