I have an Ultegra 9 speed bike, and had a Sora 8 speed bike. In the front, I noticed a VERY, VERY, VERY slight efficiency in shifting...not enough to spend the extra $ to upgrade the Sora FD to 105. If you don't like thumb shifters, get Tiagra at least.

Also, you should try not to shift under load (sometimes, this is not possible...for instance, on a hill). The rear derailleur will shift better under load than the front, but if you want a smooth, quiet shift, always lessen the load on the pedal when shifting to keep the drivechain working properly for a longer period of time.