Early Morning Sunday Trainings and Parties on Saturday Night

I absolutely agree. The road will be always be there, but your friends won't. Take advantage of the time you can spend with them and cherish the moments. Although it was many many many moons ago, I remember my 18th birthday. (Back then the drinking age was 18 - similar to a 21st birthday nowadays). It was a pretty important milestone and I was glad to share it with all my friends. Perhaps take a nap in the afternoon, go to the party, drink responsibly (or don't drink at all if you don't want to), and have a good time.

^^^ This option is often overlooked.

Just because you go to a party doesn't mean you have to A) stay out all night or B) drink so much alcohol that you can't function in the morning.  My wife and I do sometimes make our excuses at parties and are among the first to leave if we know we are committed to serious training in the AM.  My attitude is that training is also fun and that friends who might pass judgment on us for budgeting our free time to accomodate both fitness and social activities just might not really the best of friends in the long run.  YMMV.

(Of course, IM training tends to skew things maybe a bit too far away from the social side...that does tend to lead to a bit more, um, hermit-like routine...)

For special occasions - bachelorette parties, weddings, significant bdays, welcome home, etc. - I do my best to hang. Typically, I know about these celebrations well enough in advance that I can plan my training around them (i.e., do my long session on Saturday morning, so that Sunday can be a rest day or an easy day). That said, my friends know the importance of training to me (especially like during an IM season, this season, training isn't a priority) and are cool with me leaving early. To be honest, I start to become rather "unfun" when it starts to get late in the 9 o'clock hour anyway, so I don't think anyone misses me much .

When it's just a night out with friends, I'll almost always drive myself and just leave early. When we do dinner or a comedy club or something in the city, and then everyone goes to a bar/club afterwards, I'll just leave and go home.

If these are good friends they will understand that triathlons are a big thing for you and be happy for you. You can still go to the parties just take it easier and leave  a little earlier.  My extended family understands that I don't party as hard as I used to because I prefer 1) being very healthy 2) being in good shape and 3) don't like the hangovers. They still do their thing at parties. Actually I have become something of a DD when we are out.