Ultegra drivetrain is great. Saddle, handlebars are more about what works for you. Get the triple if you need it, compact double if you don't.

Only real upgrade needed is a decent wheelset. Like alpinerabbit, I have Ksyrium SLs and they're great wheels. Pretty light & bombproof. But if I were to get a new wheelset I'd probably get Shimano's WH-7850-SL which is tubeless (not tubular) or clincher-compatible. Just to be different.