I like triples, but I agree that a compact (50/34) or subcompact (46/30 or similar) double crankset would be cheaper and easier than converting this bike to a triple.

If you want even lower gears, you can use a 9-speed MTB rear derailleur to fit a larger cassette, as big as an 11-36. It will index 10 speeds perfectly with your 10 speed Ultegra shifter.

I bet that this configuration (wide range double) would be cheaper than going to a triple. Mostly because you don't have to buy a new left shifter.

Wide range double:
compact or subcompact crankset, matching bottom bracket (keep the front derailleur)
MTB cassette
MTB rear derailleur (XT level RD-M772 or XTR level RD-M972 are great picks)
new chain

Triple:
triple crankset, matching bottom bracket
new FD
new left shifter
new RD (medium cage)
new chain