Wheelsets: 06 Ultegra and D/A wheelsets are 10-speed only. R500, R550, R560 wheelsets are 8/9/10.
Hubs: 06 Ultegra hub is 8/9/10 (different hub than on the wheelsets)
Not sure about the spacer-on Ksyriums issue. The 10-speed cassette is 1mm narrower than the 9-sp. cassette, but I'm not educated enough about freehub body dimensions or locknut interfaces to know for sure who needs what.