They vary. The 105 and older Ultegra hubs I've worked on require a 13 mm cone wrench in front and a 15 mm cone wrench for the rear hub cones. The locknuts are 17 mm but they can use a conventional box or open end wrench.
Newer Dura Ace and Ultegra hubs use a 13 mm and 14 mm for the front hub and both have to be cone wrenches. They also use two 14 mm cone wrenches for the rear hubs.
What to buy? To cover all eventualities buy 1x13 mm, 2x14 mm, 1x15 mm and have a conventional 17 mm wrench around.