EDIT: There is one place where groupset affects shift quality, and that's in the minds of LBS mechanics. Until I learned how to do my own work, I took my bikes to the LBS. I was actually told (by tow shops), "It's Sora. It's supposed to shift like crap." And when presented with the same grievances on another bike, teh same mechanics told me "Yeah, 105's supposed to shift better than that" and they got right on it.
Personally, I think that bikes shift best with matching components - Sora derailleurs with Sora shifters and Ultegra with Ultegra. The lowest end shifters have a little slop in their indexing that lets you overshift a bit. It's so subtle that you might not notice it. I think that pairs better than a Dura Ace shifter with a slightly less precise derailleur.