Ooooh.... You might really be getting a new bike. How exciting!

Ultegra components are great. Many racers use them. Dura-Ace is the best, but keep the Ultegra. It will serve you great.

Yes, the most noticeable upgrade you can make are the wheels, but again, you can do it later. It's not like the Bontrager Race wheels have much resale value anyway. Lightweight wheels really feel different on accelerations.

If you are a really strong rider, you might want a standard double crankset rather than the compact one the bike comes with. I think for racing that would be essential. Again, you could make that switch later, but maybe the shop would do it for you for free. You would be switching out parts that cost the same.

Last thing... I'm surprised the bike comes with an aluminum seatpost. Carbon is much more comfy, and it seems weird to ride a carbon bike and an aluminum seatpost. You may want to spend a little to change that.

So, other than the seatpost and maybe the crankset (if you are really strong), I wouldn't change a thing at first!