You can do this in both cylindrical and spherical coordinates but it is more straightforward in spherical coordinates.
Based on inequalities, the region $E$ we need to integrate over is the volume of cone $z \geq \sqrt{\frac{x^2+y^2}{3}} \ $ inside the sphere $x^2 + y^2 + z^2 \leq 9 \ $ but outside the other sphere $x^2+y^2+z^2 \geq 2z$.
In spherical coordinates, $x = \rho \cos \theta \sin \phi, y = \rho \sin \theta \sin \phi, z = \rho \cos \phi, x^2 + y^2 + z^2 = \rho^2$
So the maximum polar angle $\phi$ from the equation of the cone,
$\rho \cos \phi = \frac{\rho \sin \phi}{\sqrt3} \implies \phi = \frac{\pi}{3}$
The equation of the second sphere can be re-written as
$\rho^2 = 2 \rho \cos \phi \implies \rho = 2 \cos \phi, 0 \leq \phi \leq \frac{\pi}{2}$
So the integral is $\displaystyle \int_0^{2\pi} \int_0^{\pi/3} \int_{2\cos \phi}^3 \sin \phi \ d\rho \ d\phi \ d\theta$
(Please note that the integrand is $\frac{1}{\rho^2}$ which cancels out with $\rho^2$ in the Jacobian).