Training in Rochester, NY

For group swimming your best bet is at Kershaw Park in Canandaigua where there's a great 1 mile long marked swim course.  Fridays around 6pm are when a lot of people show up, but you can go pretty much any time.

Lots of trails to run in Victor.  Some decent hills to ride if you turn south.

Also there is a group (google "oven door runners") that do a long run every Saturday and Sunday and meet a couple miles from Victor. 

If you go to Tri Walking and Running on Main Street in Victor (west end) they can probably give you the best advice on different length trails and running routes.  I think they also have a couple of group runs that leave from there as well.

I'll second what marmadaddy said about open water swimming.  Depending on where you are staying in Victor, you are only about a 20 minute drive to one of the nicest and accesable open water swim sites in the northeast (in my not so unbiased opinion).  Canandaigua Lake at Kershaw is pretty easy to get to.

I live in Canandaigua (about 15 minutes from Victor) and our gang usually has some type of group ride planned during the weekends.  Several of us are tapering down for IMLOU, but will be looking for some easy spinning when we return.  

Let me know if you'd like to come along!

I can vouch for Dan, don't let the Iron distance talk intimidate you. They're really nice people.