Upgrading individual components is easy enough. But jumping from a Sora to an Ultegra derailleur won't make you faster either.

Nice wheels could be used on any bike, so you wouldn't be out too much if you choose to upgrade later. A 10-speed wheelset should work fine with your 8 speed Sora, or perhaps an 11 speed wheelset for future compatibility. However, again, the benefits are minimal.

Nonetheless, a little here and there adds up. I think I can feel the difference between my cyclocross bike and my road bike. But, you already have skinny tires on your Jamis Ventura.