"So...that" sentences

Solution 1:

I don't think there is any grammatical problem with either sentence, but the first sentence

I was so tired that I slept for ten hours.

has a more specific structure that is saying that the first clause caused the second one. The comma is a weaker linkage, as this change shows.

I was so tired, I ran a marathon.

Here, the second clause is the cause of the first one, and cause and effect are reversed. If you wanted the same thought made more clear, as in the first sentence, you could add 'because'.

I was so tired because I ran a marathon.

Solution 2:

The second is neither less grammatical, nor more colloquial (it's found throughout the English-speaking world).

It is though sometimes less clear, in that it leaves the link between the clauses to be deduced. This is fine in your example, but consider:

I was so angry, I cut myself chopping vegetables.

Here we could reasonably interpret this as:

I was so angry that I then I cut myself chopping vegetables.

(Presumably my anger leading to a loss of concentration).

Or:

I was so angry because I cut myself chopping vegetables.

Since one could reasonably interpret the sentence either way, it doesn't suit most uses (there are times when one wants ambiguity and multivalency, but usually it helps clear communication to avoid it).

Your example though doesn't suffer from this, and is fine.