Brick sessions vs. double days

Sometimes I train twice a day. I'm quite happy swimming and either cycling or running separately in the same day, but when I'm cycling and running in the same day is there any advantage to cycling in the morning and then running in the afternoon, as opposed to running straight off the bike in a brick session?

There are advantages and disadvantages to either mode.

Brick is good to become acclimatised to running off the bike, getting used to the leaden leg feeling. That is the only real advantage of it, however you will not be regularly putting in 2 quality sessions with a morning and afternoon session so one will be an easier one than the other. Swings and roundabouts - mix it up a bit

double run days are fun   Pick it up in the second run and thats a great way of hard / tough running with less risk of injury.

as are double bike days... (err my commute actually)

every day should be a double day, except for a rest day and even thats a double rest

tbh i used to do quite a few bricks but you do get used to them and for me they seemed to lose there effectiveness. I can run off a bike ( some may argue that though)  so now i prefer to do seperate sessions but make eash session a little more intense knowing that i dont have do another stint, but saying that i do always have a couple of good bricks before racing in an A or B type race

Main differences would be I would never advocate a 5 hour bike and 2 hour run brick (unless racing). But would say that's a good start to a weekend of IM training.

Then its down to what are you trying to achieve from your session(s)

No need to advocate that Gary, I'm strictly a sprint/standard distance triathlete at the moment!
Thanks for the advice though guys, I'll have to get some mojo going for the separate sessions