Since new, 2 yrs ago, my Spec Roubaix w/ Ultegra has exhibited an interesting (to me) "problem." When shifting to higher gear in cassette (i.e. smaller cog), there is almost always a big "CLUNK" as the chain moves to the new, smaller cog. I can reduce the noise by really backing off the pedals and pedaling very slowly while the chain moves to the smaller cog. What's a little confusing is that there is no noise when shifting to larger cogs...a quick click of the brifter and up she goes as quiet as you please. Problem isn't getting worse with age...not getting any better either.
No doubt some more knowledgeable person will come along and tell me every bike I've ever owned has been messed up, but every bike I've ever owned does that if everything is clean and properly lubed. I assume the chain is located by the larger sprocket and rides on top of the smaller sprockets teeth until enough chain is wrapped, then "clunk", it drops into and engages the smaller sprocket all at once. For me, normal.
I've an old Cadex with 105 that never did make a noise like this...up-shifting or down-shifting. Admittedly, it's an OLD Cadex with downtube SIS shifters but I've spent enough time riding with others to know that my bike is unusual. Hopefully others will have some thoughts before I resort to LBS