On my audax bike I have an ultegra front hub, XT rear hub, XT long cage rear mech, Tiagra front mech, a road 52/42/30 chainset and Campag 10 speed ergo shifters. The mountain bike rear mech allows me to run a wider range cassette and the Campag 10 speed shifters index 9 speed Shimano perfectly.
Some would say that Mountain bike hubs have better seals and so could be better suited to the all weather riding that can be encountered when riding audaxes. However, you'd need a frame that can take a 135mm rear hub, such as the Mk3 and you're limited to 9 speed; although, 9 speed is deemed to be slightly hardier than 10 speed and the chains are cheaper. Road hubs are slightly lighter and you can run 10 speed.
Like for like, you probably wouldn't notice much difference in running i.e Deore:Titgra; LX:105; XT:Ultegra; XTR

ura Ace.
One of the joys of audaxs is that there isn't any hard and fast rules. Decide what you want from the bike and then go from there.