I run DuraAce cassettes with my Red components.
But, watch for some off brand cassettes. I tried a Recon alloy superlight 90gm cassette once. The thing just couldn't be configured to shift properly. The machining must have been off just a touch compared to SRAM/Shimano/Compag cassettes.
I took it to the LBS mech who is also a top masters racer (not reason to put that part in there..hahah)..anyway, he was determined to try and make it work...no dice. He gave up. We threw a DuraAce on there, bam, working perfect 5 minutes later.
So, in general Shimano/SRAM, no problems.