having gone from standard double to triple, my advice is to price up whats required for the conversion, and then see if a complete groupset is cheaper (it was for me,
ribble cycles are one of the few places that sell them).
aside from the new cassette, chain and crankset, you'll also need a new front mechanism, a long-arm rear mechanism and a new left-hand double shifter. oh, and a new bottom bracket. a full groupset will include all of that, plus brake callipers and all the cabling, and, imho, a bike with a full groupset looks better than one with a mix of components.
that will be pricey and i can't think of a good reason to spend that sort of money going from triple to compact (or vice versa) as i don't think you'll be getting any great improvement in performance.
with your current set-up, you can up the gearing (faster at the top end) or lower it (easier on the hills) by changing the chainrings on the crank (or changing the crank, as long as its another triple) or by replacing the cassette.