It doesn't have to be expensive like the folks here are telling you. Those people are referring to brand new parts purchased at an LBS.

I started out with Sora Shifters, Sora Rear (9 sp), and Tiagra Front (triple) - the bike is a 2008 Specialized Allez Triple.

I found a 105 9sp RD (long cage), and 105 triple FD on Ebay for pretty cheap and in good condition. I did the wrenching myself and spent less that $75 on parts. If you are looking for a noticeable improvement in shifting performance (especially at the FD), you can go this route. I kept my original chain, cassette, BB, and crankset.

I still have my Sora shifters but I'm on the prowl on ebay for a used set of Campy Ergo 10sp shifters to finish off my upgrades. Those can be found as low as $150 for a decent used pair. And from what I understand, can be made to work with Shimano RD and FD.

The only "upgrade" I purchased for full retail price was a new front wheel (Mavic Aksium Race) to replace the stock front wheel which was stolen.