Hi TBird,
I can't help you with the compact vs. triple question, as I've never ridden a compact double. I'm currently getting a custom crankset made, and the guy who makes it is trying to convince me to go with a compact double. He says the shifting is much more precise than with a triple.
At one point, I considered switching a bike with a standard double to a triple. It was a slippery slope of equipment changes: new crankset, new front derailleur, new shifter. I ended up buying a bike with a triple.
As far as changing your cassette goes, I'm heartily in favor of it! I switched the road cassette to an 11-34 cassette, with a mountain bike rear derailleur, and a new chain. I picked up a new SRAM 9-speed cassette & chain on eBay for ~$40, and an XT derailleur for under $50. If you went with your compact double and an 11-34, this would give you a low gear of 34-34, vs. a 30-27 if you went with a triple and kept your current cassette.
The disadvantages of a mountain cassette is that your gears are wider apart. Sometimes on the flats, you might find that you either have to spin faster than you would like or mash harder than you'd like. (I rarely notice this and find that having the low gears is well worth it!)
I also wonder if you could switch the chainrings on your compact double. Think limbo: how low could it go? If you could get a 24 on there, that'd be a 24-27 low gear. Hmmmm..... Of course, your big ring would probably be a 40, so your high gear would be a 40-12, which might be to low for descents or flatland cruising.
Anyway, plenty to think about. And you were probably hoping for a simple answer.
I'll get back on the bike soon, I promise!