The answer to that question depends on the time of the year and the current training focus of the athlete. A technique-intensive discipline like swimming or a high-intensity session in any of the three disciplines will suffer due to residual fatigue if done immediately after a weight-training session. In addition, the inherent risk of injury due to impact forces make running after weights for any considerable duration a questionable training decision. However, if enough time has passed to allow for adequate rejuvenation of the athlete's hormonal system (generally four hours or more), then a second workouts should be fine and could actually facilitate recovery from the previous session.
Quality sessions in any of the three disciplines, typically done in the Build phase of an athlete's program (and normally corresponding with a less intense phase of weights like the Strength Maintenance phase) should always be done before weights or less intense swim/bike/run workouts. If strength training is scheduled for the same day, it could follow immediately for time's sake (and may well simulate the fatigue incurred during the latter stages of a race) or, ideally, several hours later. The only time when intense weight training should really be positioned as the first workout of the day is during the Maximum Strength or Power Complexity phase (as detailed in Section Three of my book: http://triumphtraining.com/pages/holistic-strength-training-for-triathlon). And these are both best followed by rest or a strictly aerobic session later in the day.