Don't rule out NC. The Charlotte and Raleigh-Durham areas are very big into cycling and triathlon. It never receives the attention that Cali, AZ and CO do, but NC has the 3rd largest number of registered USAT athletes and is home to the largest race organization company, Set-Up events. You can't throw a rock and not hit a triathlon, cycling event or running event within 2 hours, almost every weekend between April and October.
It does not get that cold here but summers can be a bit warm. Nothing like Tucson, but 90+ degrees and high humidity can be a factor. That being said, it's usually only for a month or so and the same for any cold weather. In fact, it's usually just enough hot weather training time, that you can be assured to be ready for any race regardless of conditions.
The nice thing is the variety of terrain. I live around the Charlotte area and can be in some pretty serious mountains within an hour and very hard climbs within an hour and a half. I can also be down at the beach in 3 hours. Plenty of open water swim training with Lake Norman, Mountain Island Lake and Lake Wylie. There are a ton of Tris in the area which utilize open water. Which is nice since the pool swim races can be a bit of a pain. Charlotte also has the National Whitewater Outdoor Center with tons of training opportunities and some great mountain biking. Just south of the city is the Velodrome and another Outdoor Center. The area is home to Swim-MAC which is one of the nation's premier swim programs. It's where Cullen Jones and a few other Olympians from 2008 and 2012 train. Because of this, there are some very nice swim facilities in the area and finding a Masters swim is incredibly easy. Or you just show up to Huntersville's HFFA center or the Swim-MAC pool in South Charlotte and jump in with folks training for the Olympics, etc. Cycling teams and Tri teams are easy to come by and there is never a shortage of groups to ride, run and train with.
Raleigh-Durham area is similar. Although not as accessible to the mountains, it is more accessible to the beach. Plenty of open water there as well with Jordan Lake, Crabtree Lake, Falls Lake and Harris Lake. Set Up Events runs a number of races in that area as does FS Series. I am not as familiar with the swim groups in the Raleigh areas, but can say cycling and running are very big there. You can jump in with any of the college teams (Duke, UNC and NC State) to train or any of the local Tri teams. Because of those universities, there is a huge professional community there. Especially IT. Raleigh Durham has the largest IT business park outside of Silicon Valley. It's called Research Triangle Park(RTP) and is home to SAS, IBM, Cisco, Quintiles, Red Hat(at NC State) among many others.
Both areas have international airports, so travel is no issue. Both areas have plenty of bike and Tri shops as well. Inside Out Sports is headquartered around Raleigh and has locations in both cities. TrySports has a huge location in Charlotte and is home to their 14,000 sq ft concept store. On the north side of town you have Cool Breeze Trithlon shop. Both cities have plenty of other running store and bike shop options as well.