Downsides to electronic shifting: weight, price, reliance on a battery. From what I hear they're pretty well thought out in that if the battery dies while you're riding, it will shift to a middle gear so you can limp home. Most people who go with electronic shifting don't go back. I've heard the latest Ultegra and DA are so good that the Di2 stuff isn't a slam dunk anymore.

Anyway, mechanical Ultegra is really really good. If you haven't used the electronic group yet, and have nothing to compare against, you'll almost certainly be happy.