GOD the SON when He came as GOD in the mortal flesh, His 33 years in the flesh we know as JESUS CHRIST, was the coming Messiah the Prince in Daniel 9:25, JUST AS JESUS in His Resurrected GLORIFIED immortal flesh is the coming KING in Rev. 19:16.
When the Anointed One would be cut off, Daniel was told, he would have nothing. The word translated “cut off” is used of executing the death penalty on a criminal. Thus the prophecy clearly points to the crucifixion of Christ. At His crucifixion He would “have nothing” in the sense that Israel had rejected Him and the kingdom could not be instituted at that time. Therefore He did not then receive the royal glory as the King on David’s throne over Israel. John referred to this when he wrote, “He came to that which was His own [i.e., the throne to which He had been appointed by the Father] but His own [i.e., His own people] did not receive Him” (John 1:11). Daniel’s prophecy, then, anticipated Christ’s offer of Himself to the nation Israel as her Messiah, the nation’s rejection of Him as Messiah, and His crucifixion.
—Bible Knowledge Commentary
Now as for "the prince to come" in Daniel 9:26-27, most say it is the leader of the final world Empire referred to in Dan. 2:42, which is actually a revival of the Iron Legs Empire, that we know as the Roman Empire, but it is weaker because it is made up of several kingdoms. NOTICE that the European Union has not picked a single ruler yet, BUT I believe the Bible clearly indicates that they will. Now is "the prince to come" that man who ascends to that Position, or is he the Satanic being that possesses and controls that man? I believe it is a reference to the Devil trying to rule the world through the final world Empire's leader, and right now the stage seems to be set for that to be the European Union.
The best sermon series on that subject that I know of, even though they are old sermons from 1979 and 1980, are still those by Dr. John MacArthur, Jr. - "the Rise and Fall of the World":
http://www.gty.org/resources/sermons/27-07/the-rise-and-fall-of-the-world-part-1 and for a specific exposition of Dan. 9:26-27, I recommend his sermon entitled "Israel's Future, Part 3":
http://www.gty.org/resources/sermons/27-26/israels-future-part-3