This may be posted elsewhere in this forum, but I since I didn't see it I thought I'd pass this information along.
I recently set up two road bikes, my far-better-half's Specialized Ruby and her friend's Trek Madone, that are equipped with Shimano 10 spd STI shifters (Ultegra and 105) with the new SLX 10 spd 11-36 cassette. We have major hills around here (10,000 and 11,000 ft passes!) and they both wanted to climb as effortlessly as possible. It's always important to keep the woman in your life happy! Anyway, they both ended up shifting great, so I thought I'd pass along what I learned:
We used SLX 11-36 10 spd cassettes, although I don't see any reason why the XT 10 spd cassette wouldn't work just as well if not better.
We used 9 spd Shadow rear derailleurs, an XT on one and an SLX on the other. This is VERY important: you CANNOT use the new 10 spd Dyna-Sys rear derailleurs, they won't work with 10 spd STI shifters! If you're going with a 36t cassette, like we did, you must go with the Shadow rear derailleur (I used the XT RD-M772 on my gf's bike). Shimano specifications say that these derailleurs are designed to work only up to a 34t cassette, but both worked the 36t cassette just fine and with room to spare. If you're going with a 10 spd 11-34 cassette then your derailleur choices may open up some, but you still must use a 9 spd rear derailleur.
We also had to replace the chains since with that huge pie-pan sized cassette on the back the original chains were far too short. We went with the SRAM 1051 chain due to its ease of maintenance. Although the bikes ended up shifting fine, they may have worked even better had we gone with the new Shimano Dyna-Sys 10 spd chains but I wanted to avoid the hassles that come with Shimano chains.
The 10 spd mountain cassettes only work on 8/9/10 freehubs, and will NOT work on freehubs made made to work only with 10 spd road cassettes. These freehubs, such as those found on Dura Ace hubs, are made of aluminum and have taller splines that won't fit the 10 spd mountain cassettes. So the new 10 spd mountain cassettes won't, to my knowledge, work with Dura Ace wheels, Dura Ace hubs, or the Ultegra hubs found on the Ultegra wheelset (WH6600 and, probably, the WH6700). It will work with the regular Ultegra hubs such as those laced up in more "traditional" wheels. I do believe that all 105 and lower wheels will work no problemo. (We found this out since my gf's bike has the Ultegra WH6600 wheels, so we need to get a new wheelset, in the meantime she has one of my wheelsets and I want it back!)
The road front derailleurs were not designed to shift the odd chain angle when you go from your middle chainring (such as your 42 or, in the case with my gf's bike, a 39) to the 30t ring while in the 36t cassette. This means that the front derailleur limit screw adjustment is very touchy. If you can, it's a good idea for insurance purposes and to make life a little simpler, to add a chain watcher of some sort. We've had success with the N-Gear chain watcher on a different bike, but I'm still searching for a chain watcher that will work with either or both of these frames. There is a well made one other there (I forget the brand) but it costs between $45 and $60, so for now I'll see how things go. Right now both bikes are shifting to the 30t ring just fine.
So now my gf and her friend can climb the big hills while barely breaking a sweat.
If you have any questions just ask or feel free to PM me.