Originally Posted by Retro Grouch
My experience has been that road bike customers expect 4mm housing so that's what I give them. I really can't get very excited about any weight differences and I doubt there's any valid strength issue.
5 mm derailleur housing will fit into Shimano STI levers but it won't fit into the plastic end ferrules Shimano supplies. I don't know if these are essential but they always come with the cables. I expect they are needed since "compressionless" derailleur housing has pretty poor hoop strength and tends to unravel at the ends if not reinforced.