I have a triple on both of my bikes (this was more or less by accident/happenstance/I didn't know any better with the first one). Personally with the road bike anyway, I think I'd be happier with a standard double and a wide cassette (12/27) in back. I actually do like having the lower gearing on my cross bike, which I use for commuting and often ride carrying a pretty heavy backpack (books, computer, possibly clothes).
One bike has full Ultegra and the other, full 105. I have to say, while Ultegra is lighter, I think the performance differences between the two are generally overstated. The Ultegra may be a tiny bit quicker but I wouldn't say it's more "precise" or "reliable" per se, unless it's adjusted better (or unless you make the argument that it's being quicker is a function of greater precision -- and I just don't know). I have had intermittent chain-dropping with both bikes (not one more than the other, I would say). Really, I think preventing chain drop when going uphill is a matter of two things:
1. Adjustment. It really makes a big difference. If you bring it into the shop and still have problems, bring it back.
2. You need to let up on the pedals a little bit if you're attempting to shift between front chainrings and are really whaling on the pedals (as when hammering over a hill).
Not knowing the terrain you'll be riding on, your preferences etc, I don't really have an opinion on whether you should/shouldn't be putting on a triple. I would just caution against expecting an upgrade from 105 to Ultegra to vastly improve triple-related shifting issues.
Edit: BTW I can totally relate to your concerns about riding up hills and not "trusting" your bike -- when I first got clipless pedals one of my biggest fears was that I would drop a chain going up hill and have to clip out suddenly and unexpectedly, and fall. Luckily when the inevitable happened, somehow I managed to clip out without freaking...
One trick though -- often, if you don't stop, you can actually pick a dropped chain back up by quickly upshifting and soft-pedaling. Not sure how/why this works, but I've done it a few times. (If the hill is too steep to keep any speed soft-pedaling though, it's probably not an option).



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