Question: Is it easy to have an Ultegra 10 speed cassette and change the sprockets to suit the race terrain?

I have heard that some sprockets cannot be bought singularly because they are fixed with other sprockets.

What I want to be able to do is change the sprocket set up. For instance:
11, 12, 13, 14, 15, 16, 17, 18, 19, 20 (no gaps)
OR
11, 13, 15, 17, 19, 12, 23, 15, 27, 29 (every second sprocket)

Is this possible?