siunitx-independent PGF solution
The same behaviour of siunitx’ option group-four-digits set to false can be achieved in PGF with the /pgf/number format/min exponent for 1000 sep style.
From the PGF manual, section 66.1 “Changing display styles”, p. 547:
/pgf/number format/min exponent for 1000 sep={<number>} (no default, initially 0)
Defines the smallest exponent in scientic notation which is required to draw thousand separators. The exponent is the number of digits minus one, so <number> = 4 will use thousand separators starting with 1e4 = 10000.
A value of 0 disables this feature (negative values are ignored).
Code
\documentclass{article}
\usepackage{siunitx}
\usepackage{pgf}
\sisetup{
group-digits=true,
group-separator={\,},
}
\pgfkeys{
/pgf/number format/.cd,
set thousands separator={\,},
min exponent for 1000 sep=4,
}
\begin{document}
\begin{tabular}{rll}
siunitx: &\num{9000} &\num{19000} \\
pgf: &\pgfmathprintnumber{9000} &\pgfmathprintnumber{19000} \\
\end{tabular}
\end{document}
Output

siunitx and PGF
If you want to use siunitx and PGF’s number printing system consistently together you should check out siunitx “little” \SendSettingsToPgf macro.
From the siunitx manual, section 7.9 “Transferring settings to PGF”, p. 63:
The numerical engine in the pgf package has settings similar to those in siunitx. To
enable working with both packages easily, the macro \SendSettingsToPgf is available.
It will set some commonly-used numerical formatting options in pgf to the current
values used by siunitx to make using the two packages together more convenient for
end users. This function can be used at any point after loading both the pgf and siunitx
packages.
As group-four-digits is set to false per default there are no further adjustment needed in your example.
Code
\documentclass{article}
\usepackage{siunitx}
\usepackage{pgf}
\sisetup{
group-digits=true,
group-separator={\,},
% group-four-digits=false,% default setting
}
\SendSettingsToPgf
\begin{document}
\begin{tabular}{rll}
siunitx: &\num{9000} &\num{19000} \\
pgf: &\pgfmathprintnumber{9000} &\pgfmathprintnumber{19000} \\
\end{tabular}
\end{document}
Output

\SendSettingsToPgfto send thesiunitxsettings topgf, as this deals with the various possibilities automatically without having to have the settings twice explicitly. – Joseph Wright Dec 29 '12 at 08:26v2.5fin my answer. Though, I experience some inconsistency withv2.5mtoo. It seems, that not all settings are forwarded correctly, yes. – Qrrbrbirlbel Dec 29 '12 at 11:35\SendSettingsToPgfworks again inv2.5n. – Qrrbrbirlbel Dec 31 '12 at 06:15