Here's my favorite tri site, the site of truth: http://bayareatri.com/index.php?action=search-races-results
You can go and look for anyone (but start with yourself) and see how you've done in many of your races. You can use me for an example to see what a age group hack I really am - my first season, 2007. Not every race is there - but most are. Click on your name (or the person's name) to see their results or results for the race by clicking on the name of the race. It's a good site for stats nerds.
You'll note that looking at any of my races I'm basically a duathlete who tries to swim. If I finish in the 35th percentile for the swim - I consider that a good swim.
From the Santa Barbara Long Course:
Then you can view your progress along with a number of other comparisons:
Both charts are pretty typical of all my races - which means I lollygag through the swim, transition very quickly (I think I'm usually top 10 for those in both T1 and T2) and bike/run like hell (biking slightly faster than the run, percentile-wise). This season, I'd really like to see my swim in the 45th percentile (I've been lower than 15th and no higher than 35th), the bike in the 95th or better and my running in 95th or better.
It's mostly fun to see how you're improving (they'll have stats going back years) and how well the guy/girl who says he's a triathlete really is.