From what I've read in forum postings the compatibility problems between Shimano 9-speed and 10-speed triples have been mostly related to the width of the front derailleur and the size of the chainrings. The 10-speed derailleurs are narrower than the 9-speed derailleurs. The 9-speed FD works OK with a 10-speed crank and chain but the 10-speed triple derailleur is not backwards compatible. Ultegra 10-speeds have 52-39-30 chainrings, 9-speeds are 52-42-30. The derailleur depths are also different. The shifters need to match the number of cogs on the cassette and due to the difference in shape the 9-speed and 10-speed shifters don't mix well on the handlebar. That's not to say that the other combinations won't work at all, some folks seem to be able to make nearly anything work with enough tweaking.
Al