I wholeheartedly agree that exercise increases the ability to focus at work. I would even go as far to say that people who are not doing it are leaving some latent ability at the table. This is also true of sleep and nutrition, not just exercise.

I do want to remark briefly on what is admittedly a minor point that you made, namely that triathlons are highly recommended "... even if just doing sprint/olympic/half distance." It is a common misconception that the longer the distance, the more difficult or meritorious it is to complete. However, this is not true: It is not the case that one races an Ironman at the same intensity that s/he would for, say, a sprint-distance triathlon; rather, in order to last the entire duration of the longer distance, s/he is racing less intensely. (A person who performs a sprint-distance triathlon at the intensity s/he can hold for an entire Ironman is not racing the distance.)

Let's go to running for a concrete example. A topnotch overall pace in the marathon is 4:50/mile. But a miler will run a single mile in 3:50, a whole minute faster than marathon pace. (Note that these are typical competitive times rather than world-record times.)

With all this said, I would be remiss not to say that I agree with the overall sentiment that one should take baby steps rather than brashly pursuing unreasonable goals.

In response to your final question, I haven't done triathlons since college. At the moment, I am working on getting into shape to finally break 5:00 for the mile run. Next up is breaking 1:00 in the 100-meter swim. I'm still figuring out what a reasonable goal is for cycling... maybe 5 miles in 10 min.?

After I have all the pieces, I'll put them together and start doing triathlons again :-).