What she said. There really shouldn't be any need to adjust cables so often, and if that's happening to you, I would check your cable length and routing. Ordinarily the first thing I would check would be their condition, but on a brand new bike that won't be the problem.

But you can get inline barrel adjusters from your LBS that you can install where the cables exit the shifters (unless the cables are routed under the tape - not sure if current Ultegra does that or not). It can help when installing a new front derailleur cable, in particular, since there's no barrel adjuster on the FD.