Excellent article on Slowtwitch about the benefits of yoga and specifically linking them to triathlon:
In addition to the obvious strength and flexibility aspects of yoga (with specifics about triathlon), the article also discusses other benefits of yoga: namely breath control and mental strategies. Worth checking out.
Yoga was in my first triathlon training plan many years ago, and that's how I got involved in it. I've been grateful ever since to that random, on-line, and FREE (are any training plans free anymore?!) plan. Another great benefit of triathlon (in contrast to the article from the Times today about the health risks; Greg's points about morbidity from obesity were spot on).