Mixed Groupsets

Putting a 105 5800 Chainset on a Tiagra 4700 bike is a cracking upgrade that saves about 270 grams.

My main road bike has RS685 shifters, a 105 5800 rear mech and a Tiagra front mech, 6800 crankset and tiagra 10sp  rings.   The rings took some fiddling to fit to the cranks but all work happily together.

Bike was originally all Tiagra 4700 to meet a Cycle to work budget, but upgraded piecemeal by me.

My commute bike runs 5700 shifters, 6700 rear mech with a 4600 chainset and wheels with Hope hubs, the best bike has recently been upgraded to R7000 groupset with M7000 hydro callipers and M780 10sp hubs running an 11sp road cassette.

my good bike has a mix of 5800, 6800, 4700, 7000 and 8000. 

my winter bike has 5700 10spd with an 8 spd chainset. not an issue and i'm actually putting a 5800 chainset on it soon. also not an issue 

ideally manufacturers will spec the whole bike with the same group but some components can be specd down to save money

Often tends to be a higher group where it matters/is obvious/people check (rear mech, shifters) and a lower one/3rd party where it doesn't, or is less noticeable (front mech, chainset, cassette, chain, brake calipers, bottom bracket).

Full groupset includes the hubs, or even whole wheels, but you don't often find that, with most manufacturers using their own brand or other generic wheels/rims (Shimano hub and Mavic/etc rim) as standard.

Ditto pedals, as that's personal preference.

My old commute bike is typical of this - Ultegra shifters and rear mech with 105 front mech, brake calipers and chainset and Bontrager wheels.

Last bike came with Shimano 105 shifters and mechs with FSA chainset, Hayes brake calipers and wheelset I've never heard of!

Agree with kil0ran. Mechs and shifters are almost always from the same groupset, but chains, cassettes and chainsets frequently aren't. I suppose that's because mechs and shifters are what most buyers think of  as a "groupset", so the manufacturer can lower the price point of a bike, but still claim an Ultegra drivetrain even though the bike comes with a 105 cassette, KMC chain, Jagwire cables and FSA chainset.

Not sure that's really the case. Quite common for part groups, particularly at the budget end, where manufacturers spec non-series brakes or chainsets. 

In the Shimano road world it used to be that the groups were less interchangeable, particularly on pull ratios for the mechs but that's no longer the case. You can certainly freely mix between 105/Ultegra/Dura-Ace, and have been able to do so since they all moved to 11 speed. And now Tiagra has joined the party so you can use, for example, a 105 or above front mech with it. Ditto for brakes. I run 105 brakes, front mech, and chainrings on my Tiagra 4700 bike