I bought the Ultegra pedals over the 105s to match the rest of my groupset. My buddy has the same bike as me with the 105 pedals and I can't tell the difference.
I switched from SPD on M-520s to SPD-SL on 6800 when my bike got stolen and I'll echo what others have said: even with the tension as low as it'll go it's a lot harder to get out of SPD-SL than SPD at first. Now after a couple thousand miles of riding my SPD-SLs have loosened up a bit and I'm a lot more comfortable with them.