Anyone have triathlon experience?

Do it!  I did my first sprint triathlon last fall and it was very fun. If you do one of the women's ones (trek or danskin are two sponsors) they are super supportive. We (my sister and I) also found someone through our local REI store who knew all about the races in the area and made good suggestions for newbies.

I love training for the triathlon because I am easily bored! And the different parts of a sprint one are all short enough to be very doable even for a beginning athlete.

There is no privacy during transition periods. Most people wear a swim suit under their wetsuit and then pull on a shirt and shorts to bike and run. I wore a sports bra, but I don't have prosthetics, so maybe someone will come along with experience in that area. If you swim with some kind of prosthetic and it stays put with your swim suit or in a sports bra, I would think you could just wear that for the whole thing. If you are comfortable going flat that would probably be easiest, but if you're not I'm sure there's a solution. My husband was totally shocked at the level of near (or in one case total) nudity in the transition area. I didn't notice because I was busy trying to get my compression sleeve on between swimming and biking (I have mild lymphedema).

I have tried to follow some training plans I found online, but I never stick to them well. I tried the "couch to 5K" method for getting to the running part but still can't run the whole 5K. Well, I did once, but my time is actually better doing running/walking. We typically try to swim twice a week, bike once, and run 3 times with one day totally off. I also do some weight training just because I like it.

It's a great goal. I had been working out for about a year (following treatment, being 25lbs overweight and way out of shape) when I did the first one. Since then I've done one other one and am planning for one in September. 

I have done three Tri's and a couple of MS150's.  If you are a beginner I would suggest starting off with a group.  In Phoenix, Susan G. Komen put together a training program which was tied to a fund raiser, so you signed up with them and you committed to raising like $2000 towards Breast Cancer Awareness and they will train you and other women to compete in an event.

As far as the transitions, as mentioned before, you could wear your swimsuit or even a tri suit under your wetsuit.  Once you get out of the water for your swim peel down you wetsuit and throw on a tee shirt or what ever you feel comfortable in and hop onto your bike and go.

Once you get to training I think you will feel more comfortable as far as the prosthetics are concerned.  I wouldn't want to speak on whether or not you should or should not wear one. Try it out with your swim suit and see if they stay in place.

Triathlons are a great way to get into shape, you will find for the most part (at least I did) that most of the other people involved from beginners to experts are really helpful and supportive.

Good luck, I think it is awesome that you are thinking about doing one.  Group support is the best to begin with.  I found that if I had an obligation to meet others for training it helped me stay on task during those times when I would have naturally put my training off or made up an excuse not to go.

Phoenix is really huge for outdoor sports as I sure California is as well. If you search online for Triathlon training in your area I am sure you will have a lot of options to choose from to help you meet your goals.

Good Luck!!!!