Okay, so maybe what I do isn't really considered "pumping iron" like these guys:
But my goal isn't to be the size of a freight train. My goal is to be able to finish Ironman Arizona in under 12:00. So chances are that I approach the weight room slightly different than those (overly) bulky guys.
On the other hand, I also need to stay relatively strong for my job as a firefighter. Because of this, I can't strictly follow most of the triathlete-oriented weight lifting programs out there (I'll get to what I do later on). For the most part, what is recommended for triathletes is lighter weight and more reps. For example, if you would normally bench press 135 pounds, ten times without too much issue, you would probably drop down to 100 or 115 pounds and try to do 2 or 3 sets of 20 reps. On top of that, most books out there recommend doing triathlon-specific workouts (one's that will improve the muscles you are going to use during a triathlon). The almost completely takes out the upper body workouts, other than a few select moves. Here's a basic weight lifting day for a triathlete:
Squat: 3 sets of 20 reps
Leg press: 3 sets of 15 reps
Circuit (these 3 workouts are done immediately following each other): Straight arm pull down x 20 reps, followed by leg extensions x 15 sets, followed by dumbbell step ups x 20 reps (now do those 3 workouts, three times through).
As you can see, it is largely focused on legs. Why? Well, because your legs are what is going to get you to the finish line. A word of caution though...be sure to not use too much weight. You should already be doing a fair amount of running and biking, which already puts a lot of stress on your legs, so you don't want to overdo it with the weights. You really don't want to do more than one "leg day" per week.
As for what I actually do, it's a bit different. I have to find a balance between training myself to hold a steady state for a long period of time (for triathlons), and training myself to be able to handle moving all of my equipment around (my fire equipment weighs about 75 pounds or so). To do this, I'm constantly changing my workout routine, to try and include not only workouts with lighter weight and higher reps for my triathlon training, but workouts with heavier weight and less reps. What's more is that I can't neglect my upper body like those who only need to do weight training for triathlons. My job requires a fair amount of upper body strength, so I actually have to do a lot of focusing on that.
To put it simply, I usually do a week or two of heavy weight with less reps, followed by a week or two of lighter weight with more reps. I try and not do the same thing for more than two weeks.
Whether you focus strictly on the triathlon muscles, or you do a whole body workout, I definitely recommend using weights at least one a week during your training, and especially during the off-season. If you want a more detailed explanation of what I do, just get in contact with me and I'll be more than happy to write out my weekly weight training plan for you.