Every year there is always at least one athlete who comes to me and complains that despite their training they aren't getting any better. It's not always someone I coach, and more often than not it isn't. Unfortunately we live in a world of instant gratification and when something isn't showing instantaneous results we panic. In the world of training that panic usually consists of changing a routine/program or coach prematurely and it will usually have the exact opposite of the desired effect.
Endurance training is a game of patience. It typically will take about 2 weeks to see any fitness gains from any workout. This is why many coaches advocate a two week taper for most events, since you aren't going to gain any fitness by doing any hard training immediately before the race, but you can certainly ruin your target race by burning yourself out. Now if you are changing up your methods or routine every few weeks you are essentially going to be starting from scratch and resetting that clock. Even worse is that if you start seeing gains, you won't be able to pinpoint where they came from or what you did that worked for you. I say that because coaching is not an exact science, and more of an art. What works for one athlete doesn't always necessarily work for another, which is why buying a canned training program might be cost effective, but most likely will not bring you to your potential as an athlete. Your best bet is to have faith in your program or your coach and let them guide you.
I'll take my last 5 months of run training as an example. As I increased my running mileage throughout the end of last year I saw an decrease in my average pace of :07 per mile from October to November while running an extra 50 miles. My average pace was again faster in December by :08 per mile while running an extra 60 miles. Keep in mind this also coincided with me dropping from close to 15 lbs along the way. At the end of January I noticed my pace had INCREASED even though I ran about 20 miles less than December. Without looking at the whole picture I might panic and say well I reduced my training load and I got slower. Even the trend in my monthly TSS had decreased from Dec-Feb. (TSS stands for training stress score and can be better explained here)
Month Average Run Pace Monthly TSS
October 7:08/mi 2601
November 7:01/mi 2976
December 6:53/mi 3776
January 6:57/mi 3431
February 6:54/mi 3317
Just looking at the numbers alone one would think that I was getting slower as a result of less training. When in actuality I lowered my training load so I could increase my intensity with some different workouts as I moved out of my base phase into my build phase. You can see my pace slowed in January, but actually came back down in February as a result of the speed sessions starting to pay off. As I progress this season I expect my pace to continue to come down, but I know it won't always be in a linear fashion.
In our sport consistency is the key to growth. There is no one magic workout that is going to set you ahead of your competitors, but instead a steady diet of hard but manageable workload is what is going to keep you improving. In reality Triathlon or any endurance sport for that matter is a very "blue collar" sport. There is no (legal) way to get around the fact that you need to put in the work to improve. So get out there and put the trust in your coach or your training program and let them carry you to a new season of personal bests!