I have both and for the reasons that Oak described, I like my triple a lot better. I have an Ultegra triple that has never been a problem.
I actually have 2 lower gears on my compact double than the triple (I have the mountain bike rear cassette) and I hate the jump in one particular place. I am thinking of switching out the cassette to one that has one less low gear, but will have the cog I like and am now missing. It will essentially be a compact double with the same gearing as my triple.