Your transistor has 9V in and 5 V out at .35 of a amp. so power in it is 4 X .35 = 1.4 Watts. So select a 2 watt transistor and put it on a heat sink if required. The next thing to do is to work out the voltage required on the base, for a single transistor = 5.8 V for a darlington transistor = 6.6 V, this is the zener diode voltage. The base current = 350 mA/gain of transistor, 100 for single, 3000 for darlington. So the current flowing down the resistor = this figure + 1mA extra for the zener diode to remain working., So the resistor will drop 9 - (the zener voltage) at a current (see above), so divide one by the other ( R = V/I) to get R. Or else buy a 5V stabilizer IC, LM317/7805 ? or similar.
Frank