I've got a 105 triple on mine too (long cage Ultegra RD) and I don't think I've ever dropped a chain (touch wood). Luv2climb, did another mechanic vet your gearing change? It does seem like a huge jump from middle to small ring. Why not change out the middle ring too? Geez, even on my regular road triple the middle ring is a 39. Seems like a 36 would be more in line with mountain gearing.
To the OP, +1 on test riding a lot of bikes and choosing the one that fits you best.
Basically if you need a wide range of gearing, the question of triple vs. compact comes down to what you'd call the powerband if your legs were an engine.
Are you comfortable pedaling in a wide range of RPMs - for extended periods if you need to? On your current bike, where the gearing makes its largest jumps, are you okay with that, or do you feel like you're always in the wrong gear, pedaling too fast with a downshift and too slowly with an upshift?
Speed comes from what you put behind you. - Judi Ketteler