I don't think that Ultegra will handle a 32t cog. But a 9sp Shimano MTB derailleur will. They use the same cable pull as Shimano road levers and its the levers that determine the number of cog position. You can use the Sram 11-32 cassette 10sp (or one from IRD)

I'd select the levers (and thus derailleurs) by how you like the levers- does the hood shape fit your hand, do you like the way the shifters work, does the gap behind the brake lever bother you, etc. Go to an LBS and fondle the bikes for a while.