The allez is a very nice entry level ride, as are many others that are sold in bike shops. Bike shops are a good place to go if you can find a great one that will spend time with you and give you a lot of information. Unfortunately, those are hard to find, and if you do happen to find one, they will be busy because they offer good service. So, the busier, the less service you get, even if they are good and are willing. Bike shops have good quality stuff, but their prices are high. Way too high I think. Bike shops will have a rough go of it if they keep competing on things like "we give you service after the sale". That's crap...they service all bikes, period. The nice thing about a shop though is that you get to sit on the bike and test ride it, and they may help with fit, but unless they offer a free fitting service, the help with fit will just be - stand over the bike, so you have at least 1.5" of clearance,OK, great no let's make sure your saddle is high enough - all the stuff about fitting is available on tons of websites. So, because of your budget, bikes direct may be your best choice.
Sora is a fine shifter. Is it the highest end? No. Do you need the highest end? No. Especially considering that the higher end ones are actually more delicate and need more care. OOOO, your bike will be .5 pounds heavier than the one with Ultegra. That’s all silly. Sora is good and reliable. You won’t be able to shift if you are riding in the drops? Oh man, that really sucks huh? How often are people in the drops? Maybe 5-10% of the time. And, if you do happen to be in the drops one day and want to shift, is it really so difficult to go to the hoods, make the shift and go back into the drops? I have a bike with friction downtube shifters and it is fine for me.
Take a look at the Motobecane Vent Noir on bikes direct. Nice bike with a great price tag. The Windsor Fens has the same price and is even better. Both have the 105 group, which is more high end and unheard of for the price in a bike shop. All the bikes actually are very nice and very well priced so you can’t go wrong with one in the Sora or Tiagra group either if you want to go with a lower price. Spend some time on making sure to get the right size, that means investing a couple hrs. researching bike fit on the web – tons of resources. If you are in between two sizes, go with the smaller one. Remember, there is sizing and then there is fit. If the size of the bike is wrong, you can’t get it to fit.
You will need to assemble and tune the bike. I would take it to a shop to get that done though – just to make sure it’s done right for safety and performance reasons. They usually charge $60 or so to do that. Call around and find out. Be upfront and ask them if they assemble and tune bikes bought on-line. If you get a quick and gruff response, move on to a different shop.
If you haven’t already, you can also consider a used bike on craigslist. You may want to check out if anything interesting is for sale - that way, you get to take it for a test ride. But again, make sure to learn a little about sizing.
Good luck and have fun. Welcome to road riding.