I too own a triple and a double. I have run out of gears on the double once or twice, but that's due to my own fitness issues and I would have run out of gears on the triple as well (MAYBE I have one or two that are effectively a bit lower). As I get more fit the double becomes less of an issue (and keep in mind I live in the Rockies, so when I run out of gears it's been on fairly steep grade).

What's more of an issue (and one of the reasons I bought a new bike) is the 8 speed rear on the old bike. It's really limiting, and not particularly fun or cheap to upgrade to a 10speed at a later date. I notice the limitations of the triple/8 speed setup far far more often than I run into my physical limitations with the double/10 speed.

IMO, with your tri goals, you are better off with a double and a 9 or 10 speed cassette than a triple with an 8 speed cassette. You can make the double cover nearly the range of the triple (If I wanted I could get a smaller "granny" or a different rear cassette). If you find a triple with a 9 or 10 speed rear then I think it becomes more of a personal preference thing, but I personally wouldn't be afraid of a double based on not being able to get a low enough gear though.