Campy 10 isn't finicky at all. It just works. If you have a 9-spd group, by all means use it, though. I have run the 10-spd through all sorts of conditions (snow, slush, rain, mud) on my cyclocross bike and it has never failed to shift great.
Just make sure to get Chorus or Record shifters if you are getting new stuff. The single shift new-model shifters leave something to be desired, IMHO. Don't worry about getting high-end for the rest of the stuff unless you are trying to save weight. They all work the same.
Cheers~