I know two folks who just recently purchased Madone 5.2's.
Both found the compact crankset required a bit of adjusting to. One came from a standard crank, the other from a triple - the former wondered about hill climbing, and as someone who used to mark him up hills, I can tell you he know FLIES up them! The latter is training for a tri and is worried about top-end (and may replace the cassette with an 11).
Both are delighted with the fit and performance of the bikes. Of course, I never see them anymore, because they are now at the front of the group!
So....there's some experiences of others...for whatever that's good for you.
RE: Ultegra SL vs. DuraAce. Both are awesome groups. The SL is nearly on par performance-wise with the DA, a whisker heavier and cheaper to boot. If you are dropping nearly 6 pounds (wow!) with a new bike, I'd say you can save a few bucks with the Ultegra SL components and still be quite happy with the increased performance and lighter weight, relative to your older bike.
My $0.02