My Magento 184.108.40.206 store has customer groups defined, as we sell to retail customers as well as trade customers.
If a trade customer logs in, they will see their trade pricing on products. The problem is that after they have logged in once (at some point), and they return to the website some time later but are not logged in, they still see the trade pricing.
Previous version of Magento did not work this way. You were only ever presented with the pricing associated to your customer group, and if you are not logged in, that is the Not Logged In group (standard retail pricing).
Have they changed this in the later 1.9 version, or is this a bug with cookies perhaps?