Dura-Ace STI shifter (left): 7700 (9-speed) - they will have that generation number on the lever body (outside) if you peel/roll the back of the lever hoods forward
Ultegra STI shifter (right): 6500 (9-speed) - same location as mentioned above
Dura-Ace crankset: 7700 (9-speed) - this will have the generation number on the inside of the arms around the pedal hole
Dura-Ace rear derailleur: 7700 (9-speed) - this will have the generation number on the back of the inner parallelogram plate (opposite the "Dura-Ace" outer plate on the front)
Ultegra front derailleur: 6500 (9-speed) - this will have the generation number on the back of the inner cage plate (engraved)
Brake calipers: 6400-generation Shimano 600 / 600 Ultegra (8-speed) - 6403 to indicate dual pivot geometry (6400's were single pivot)
Tiagra hubs: 4500 generation (9-speed, but really, 8-10 speed compatible) - like [MENTION=476187]jdawginsc[/MENTION] said, the generation number can be on the dust caps. It can also be on the hub shell itself, either below the group name (Tiagra in this case) or opposite to the group name on the hub shell.
Shimano is really good about labeling their components' generation (unlike Campagnolo and SRAM), particularly from the mid-80s onward. All one has to do is look closely and it can be sorted out. Google is one's friend there and with regard to image searching bike/bike frames.