A tetragonal (T) ↔ monoclinic (M) phase transition characterized by a wide thermal hysteresis is observed in Pb(Zn1/3Nb2/3)O3-PbTiO3 (PZN-PT) single crystals close to the morphotropic composition PZN-9%PT. The domain structure of crystals, determined by X-ray diffraction and optical observations, is dependent on the poling crystallographic direction. A monoclinic quasi-single domain structure is obtained by poling along the pseudocubic [101] direction whereas an unexpected monoclinic multidomain state with macroscopic 2 mm symmetry can be obtained for [001] poled crystals. Finally it is shown that the largest piezoelectric response corresponds to the monoclinic multidomain state of [001] poled crystals.