Below are the setting for 9600 baud at 16MHz
Code:
RCSTA = $90 ' Enable serial port & continuous receive
TXSTA = $20 ' Enable transmit, BRGH = 0
SPBRG = 25  ' 9600 Baud @ 0.16%
You have the ones in your code commented out.

Run this code and type numbers at the keyboard.
Code:
ASM ; 18F2550/4550, 8mhz crystal
   __CONFIG   _CONFIG1L, _PLLDIV_2_1L & _CPUDIV_OSC4_PLL6_1L & _USBDIV_2_1L
   __CONFIG   _CONFIG1H, _FOSC_HSPLL_HS_1H
   __CONFIG   _CONFIG2L, _PWRT_ON_2L & _BOR_OFF_2L & _VREGEN_ON_2L
   __CONFIG   _CONFIG2H, _WDT_ON_2H & _WDTPS_512_2H
   __CONFIG   _CONFIG3H, _PBADEN_OFF_3H ; PortB resets as digital
   __CONFIG   _CONFIG4L, _LVP_OFF_4L & _XINST_OFF_4L
ENDASM
DEFINE OSC 16

ADCON1 = 15		' All I/O pins digital

X VAR BYTE
    START:
    RCSTA.4 = 0 : RCSTA.4 = 1
    RCSTA=$90:TXSTA=$20:SPBRG=25
    HSERIN [DEC X]
    HSEROUT [DEC X,$d,$a]
GOTO START