I actually was able to get my road shifters to shift between all three rings with the XT derailleur, but I had to set the limits very narrow so that the chain rubbed when it was on the small front ring with the big rear cog or the big front ring and the small rear cog. Notice, these are not the cross-chaining combinations but rather the preferred combinations. I also had to use an inline barrel adjuster and fiddle with cable tension quite a bit.

With a double, you just need to pull between two extremes, and the limit screws stop it where you want it to stop, so there's less precision required. With a triple, you tend to either overshoot the middle chain ring or not be able to get it all the way to one of the others. Unless you have exactly the right cable tension. Of course, this is often true if with components that are meant to be compatible.

With the setup described in my first post, I just pulled the cable tight by hand and it worked great on the first try. I've never had that happen with a triple setup before.