The shift effort is a little less on the Ultegra and the detents are not as pronounced. The Ultegra 10 speed has a much different crank design,it's stiffer. They say the 10 speed chains wear out faster. The ultegra parts will have a little bit better bushings and plating etc. The older Shimano web site used to call this all out. I can't find that the last time I looked,maybe it's on line now.
None of these changes are huge if you are not racing or putting 10,000 miles a year on your bike. You may not even be able to tell from riding.
I think a better frame or wheelset is more important than just the difference between these two groups.