lcmechengr;
Yes, there are special precautions that must be followed in terms of preheat and post weld heat treatment requirements for the higher alloy base materials.
Regarding dissimilar materials, I would consider them to be dissimilar materials only because of alloy content and weldability. Regarding filler metals, you have several options, you can match alloy and strength to either the higher alloy base metal or use a filler metal that is carbon steel.
I will tell you that I recently evaluated a boiler tube failure that contained a T5 (5% Cr) to T11 (1.25% Cr) butt weld joint. The tube lasted for over 45 years before failure. The failure occurred along the fusion zone of the T11 base metal. The appearance was a classic dissimilar metal weld failure caused by carbon migration. When welding materials of higher chromium content, carbon diffusion can play a role in long term service life (this is the reason why I consider dissimilar metal welds as more than just stainless to carbon steel).