The only purpose of this answer is to exhibit a less well known universal coefficient theorem and specialise it to give a(n) (alternative?) verification of the facts offered in Qiaochu's answer.
By one of the many variants of the universal coefficient theorem, namely Spanier's Algebraic Topology Theorem $6.5.12$, we know that for any PID $R$ and bounded complex $C$ of free $R$-modules with homology of finite type (finitely generated in every degree) and any $R$-module $M$ there are natural short exact sequences $\forall n$: $$0\to\mathsf{Ext}(H^{n+1}(C; R),M)\to H_n(C; M)\to\mathsf{Hom}_R(H^n(C; R), M)\to0$$Where cohomology of $C$ is a shorthand for the cohomology of its dual complex $\mathsf{Hom}_R(C;R)$. This sequence splits naturally (! yes, really) in the coefficient module $M$ (but unnaturally in the complex $C$). Unfortunately all the hypotheses in this theorem are very necessary for the proof, including the boundedness hypothesis (for many of the other UCTs the boundedness is not necessary).
The maps in the sequence are only well defined up to isomorphism, since the proof works by replacing $C$ with another complex $L$. Modulo such isomorphisms however, the final map in the sequence is induced by the following operation: take a pure tensor $c\otimes m$ of $C\otimes_R M$ and assign to it the map which takes a module homomorphism $f:C\to R$ to $f(c)\cdot m$.
Anyway, if $X$ is any topological space then we care about the singular complex $SX$, which is free and nonnegative - certainly bounded - and because $\mathsf{Hom}_R(SX\otimes_{\Bbb Z}R, R)\cong\mathsf{Hom}_{\Bbb Z}(SX,R)$ (as $R$-modules) we can compute its cohomology with coefficients in $R$ by computing the cohomology of the complex of $R$-modules $C:=SX\otimes_{\Bbb Z}R$ which is also free and nonnegative.
The homology of $C$ is of finite type (as an $R$-module) by one of the other universal coefficient theorems if the homology of $SX$ is of finite type (as an Abelian group). In other words, if $X$ is a space of finite type, then the hypotheses of the theorem hold and we know there is that natural short exact sequence which splits. But we could do better, technically, since I believe the converse direction does not hold; if you happen to know your space $X$ is of finite type when considering $R$-coefficients, I don't think that forces $X$ to be of finite type in the usual sense, so we possibly have an even more general domain of discourse. That doesn't seem likely to occur in practice however.
Thus if $X,Y$ are spaces of finite type and have isomorphic cohomology with coefficients in $R$ then (take $M=R)$ they in particular have (unnaturally) isomorphic homology with coefficients in $R$ (by the splitting) and if the continuous function $f:X\to Y$ induces an isomorphism on cohomology with coefficients in $R$ then $f$ induces an isomorphism on homology with coefficients in $R$ by the $5$-lemma. Moreover naturality of the splitting ensures a very nice understanding of how $H_\ast(X;-)$ varies as the coefficient module varies, using only the cohomology data.
Simple examples of spaces with finite type:
- Compact manifolds
- "Levelwise" finite CW and simplicial complexes (to steal the language of Qiaochu's answer)