Yes think about the motion of the exercises you are doing and muscle groups you are focusing on. I wouldnt' bother with bench or shoulder press because its not an action of use in triathlon. Dead lifts, bent over row, weighted squats (smith machine) and lunges, lat pull down (try swimming off this, awesome!), lat raise.
Do your core and balance (10-15mins eg : http://www.target-fitness.co.uk/core.htm) before the weights session and after a light aerobic warm-up.
Best set v reps will be 1-2 x 12-15 leading to 80-90% exhaustion. Any/more harder and you'll be sore for a few days afterwards if you're working on a weaker muscle group or have imbalances. Alternate sets between upper and lower body equipment/weights so you get respite/recovery (eg lat pull down, abductor/adductor, bent over row, leg extension, lat raise/or dips, hamstring curl). Always end with bicep, tricep or ankle work. Idea is to work from the centre of the bosy out ie core and balance, larger muscle group weights, outer muscle group weights.
When you're done, then move on to the general aerobic work (treadmill, xtrainer, xbike, row, etc). If you do the other way around when tired then you risk injuring yourself.
If sore, stiff, fatigued from previous resistance/gym session but have one planned then do 1 x 20-25 reps light....a form session, perfecting techniqie.