Not sure exactly what you're starting from but if, for example, you have a FULL shimano Ultegra 6700 triple kit per shimano's specifications and you want to go to full double, you would need:

FC-6700 or FC-6750 crank
FD-6700 front derailleur
ST-6700 brake/shift lever
CN-6701 chain (since shimano specs the 6600 chain for triple configurations - if, somehow you already have a 6701 chain, you're good to go)
RD-6700-SS (assuming you currently have the RD-6700-GS, the SS would work better in the double config, but the GS will still work)