I got a new guitar recently. It came with some old gauge 9 strings and played well. Changed the strings to gauge 10 with no issues but didn't make any change to the setup. Went back to gauge 9 and got awful fret buzz. Changed back to gauge 10 and I'm still getting fret buzz, intonation is sharp on most strings even after moving the saddles all the way back. I raised the action, increased relief, but for the buzz to disappear, I have to raise the action to unplayable levels. Buzz is on the first 3 frets, strings DAE. And I'm also getting some weird vibrating tone off higher frets (15 and 17) on string A. Any thoughts?

Raise the bridge on the treble side, adjust the tension rod, intonate the guitar. Check the frets to make sure they're not pulling up, if you can get a piece of paper under it, then it needs to be re-seated.

Kind of weird for it to suddenly buzz just because you changed the string gauge. I do that all the time, with no issues. People can diagnose here on the forums, but I'm thinking your best bet is to just take it in to a pro and have him look it over. A lot of times it isn't that expensive and worth it to just have the guitar set up correctly.

Yup, do that.

On a side note I always use a credit card and slip it between frets and strings and if its a snug fit, it's right for me. I like my action a little high, speed isn't really an issue for me since I don't do much of that shredding stuff.