I have a friend that told me that he could get me a deal on some shimano stuff. I was thinking about a new wheelset and looked at the Ultegra level on Shimano's site. The only problem is that it says 10 speed only. I have a 9 speed. Are they still compatible with 9 speed cassettes and shifters?

I believe the answer is no.

Adding to the previous reply R-560 series(105 level) and below are splined for 9 speed.