I don't think D3D11 is much better. If you think it's much better, please explain why.
You can select either D3D9 or D3D11. Some games have problems with either of them. If you want to use hi-res texture packs, some texture packs don't work with D3D11. Additionally, if D3D11 is used and AF is more than 1x, texture filtering will always be forced. D3D9 and OpenGL can use AF and texture filtering separately.
You can select either D3D9 or D3D11. Some games have problems with either of them. If you want to use hi-res texture packs, some texture packs don't work with D3D11. Additionally, if D3D11 is used and AF is more than 1x, texture filtering will always be forced. D3D9 and OpenGL can use AF and texture filtering separately.