Shimano likes to claim that certain equipment is "compatible" with certain other equipment, but that is mostly a ploy to get you to buy stuff you don't need.
All 8, 9, and 10-speed Rear Derailleurs are interchangeable. Short cage or long cage depends on whether you want to run a double or triple (although some people have had success with short cage and a triple, and long cage with a double should definitely work).
Shifters need to be matched to the number of speeds that you want to run. The cable pull should be the same for all shifters of a given number of speeds.
I would guess that front derailleurs should be interchangeable across a given number of front chainrings, but I don't have any experience with running a triple, so I'm not sure.