How to repair sticky Ultegra shifter
Well, I tried soaking it with WD40 and then re-lubing it with spray lithium grease.  No improvement whatsoever.  So I took it to the LBS, which declared it DOA.  They say they've seen this before with Shimano shifters.  Some internal part gets even slightly bent and the shifter fails completely.  And they're not really serviceable, so that means replace it.

This was a one-month old high-end shifter.  It was never damaged or misused.  Next bike will sport SRAM or Campy components.  They use half as many parts, work just as well, and can be field serviced.

So thanks for the answers.  

UPDATE: Contrary to what I'd been told about eBay purchases, Shimano honored the warranty and replaced the shifter.  I spoke to a customer service rep about it first because I was told I needed an RMA to return it, but that's not true either.  Simply fill out the warranty form available on their web site and ship the item to them with the completed form.