Plenty of people have done it. There's a thread for people to show examples of their Classic and Vintage bikes outfitted with STI.
The last frame I'd put those parts on is an HLE Peugeot. Especially if you're looking into getting a Cannondale, De Rosa, Bianchi, Gios, or Orbea frame.
Any reason why you want to get an HLE Peugeot?