If you just got a compact and kept the 12-25 cassette, you'd have virtually the same low gear as a 39T front ring with the 27 in the back. (You aren't going ot notice 2 measly gear inches)

I would get a 12-27 cassette and a decent set of wheels. You can snag the Alta Race wheels for just over $200. Those are a VERY nice set of wheels and will weigh a ton less than your current ones... as well as being high quaility. Then spend the rest on an Ultegra or 105 12-27 cassette. A 39-27 ratio is good enough if you are in even reasonably good shape.... and will make you a stronger cyclist anyhow. The lighter wheels are going to save you a ton of rotational weight and that will help on the climbs too.