As a sidenote, Tiagra, 105 and Ultegra are also all completely interchangeable provided that you are obviously using parts designed for 9/10/11 speed as appropriate.
The 5600/5700 thing Shimano I believe said contained design differences in manufacturing that made gear changes smoother.  I'm sure there's evidence to back that up on a computer somewhere in Japan.  I don't think most humans could notice though.  I certainly couldn't tell any difference...