Originally Posted by Chris_W

A lot of your questions are way too vague; the answers would need to be far too complex to cover all possible combinations of parts. You are better sticking to more specific questions to get better answers. Therefore, here are a couple of responses to some of your slightly more specific questions.

Changing the rear cassette to 10-speed will require you to change the cassette, chain, and right-hand shifter, which normally makes it quite expensive. The brand (e.g., Shimano) of the shifter and rear derailleur normally have to match but the model (e.g., Ultegra) normally doesn't matter, but there are many exceptions to this. Shimano and SRAM cassettes and chains are interchangeable, as are KMC chains, it is only the number of speeds on the cassette and chain that you have to match.

Changing the front crankset to a compact instead of your standard double shouldn't require any changes to the rest of the drivetrain, except that you'll probably need to also change the bottom bracket. The brand of the new crankset shouldn't matter, unless you're re-using the old bottom bracket, and then it might - there are a lot of variations.

Changing the front crankset to a triple instead of a double will also probably require changing the bottom bracket. If you have Ultegra 6500 STI brifters, then these should be able to handle a triple crankset (if it's 6600 then you'll need a new left shifter). However, you will need to change your front derailleur and possibly also your rear derailleur. Remember, derailleur brand should match shifter brand, in general.