This is my third year doing Ironman (2 more Ironmans next year) and I've condensed everything down to a few tricks. There kinda has to be a few tricks in order for normal people like me to swim a couple miles, bike a 100 or so miles and then do a marathon.
So here they are:
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Swimming
The trick to swimming long distances freestyle is body roll and position. You kind of just move (twist) from one side to the other and try and keep your body shaped like a canoe (versus a rowboat) and slice through the water moving side to side. You don't have to kick at all because the side to side movement propels you forward and you use your hips|stomach|core muscles to power you through not your legs and not necessarily your arms. The concept of this can be found in the Total Immersion book.
Focusing on body roll and position makes swimming so much easier. Not having to kick allows you to go much further.
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Road cycling
There are really no tricks here, you just have to get out on the road and get time in on the saddle. But two things, if you buy a really, really light bike like one made out of carbon fiber or titanium, and you focus on spinning 90+rpms (rotations per minute) on lower gears, you're going to be in good shape.
Focusing on spinning makes your cycling much more efficient since lower rpms and higher gears will blow out your knees and will get you hurt. Other than that, there are really no tricks to cycling unfortunately. Road cycling is pure power, leg strength. During the offseason, doing leg presses and squats will help a lot or riding a bunch of hills will get you stronger and faster.
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Running
There is, however, a trick to running. With running, you have to do the forward lean as if you're falling and catching yourself. You're not leaning from the hip down, but leaning from the ankles. The feeling is like falling forward and catching yourself on a wall. What happens then is that you're striking the ground with your mid-sole (or most of the foot) versus hitting the ground with your heel and rolling over on to the balls of your feet. It's almost like your running flat footed. This means that where you get sore gets shifted from your shins to the lower back of your calves where you have more muscles.
They call this Chi running just to sell you a book. They'll tell you what I just told you in a few pages and then pad the book w/ nonsense like running is all mental, you have to be in tune w/ your body crap.
Practice leaning forward from the ankles, practice 90 foot strikes per minute (so fast rotation while running too), and practice striking the ground w/ your mid-sole versus heel. With those things you can run pretty far w/ out feeling it. It doesn't feel natural at first because that's not how you would run when running a sprint. But it is a good way to run long distances or for casual running.