I know some members hate when this is suggested but...
if you are looking for a cheap ultegra bicycle, check out bikesdirect. I bought my bike, 1300 shipped & taxed, and haven't looked back. There was a little work to be done (wheel true, light assembly) and I had a great road bike.
Just know what you're buying. This company has a 30-day return policy, but not much customer service. I didn't need any, but be careful before you go for it.