(Abridged) Objects with radii of 10 to 100 pc and masses in the range from 10^6 to 10^8 M_sun have been discovered during the past decade. These so-called ultra compact dwarf galaxies (UCDs) constitute a transition between classical star clusters and elliptical galaxies in terms of radii, relaxation times and V-band mass-to-light (M/L_V) ratios. Using new data, we find that the mass interval from 10^6 to 10^7 M_sun is of special interest, because within this range typical half-light radii and dynamical mass-to-light ratios begin to increase compared to globular clusters, the highest stellar densities are reached and typical median two-body relaxation times surpass a Hubble time. The M/L_V ratios of the UCDs turn out to be incompatible with the predictions from simple stellar population (SSP) models when using the canonical stellar initial mass function (IMF), although SSPs probably are good approximations to the real stellar populations in UCDs and the SSP models allow to account for metallicity effects on the M/L_V ratio. This provides evidence for the UCDs either having formed with an IMF different from the canonical one or containing dark matter. We emphasise that almost all pressure-supported stellar systems ranging from star clusters to massive elliptical galaxies have M/L_V ratios less than 10 M_sun/L_sun, and that only dSph satellite galaxies have M/L_V ratios greater than 100 M_sun/L_sun and therewith form exceptional systems.