I used to just run, but I kept getting injured, so I switched to triathlon. I love it, and I love being able to complete training cycles without injury! The only thing that bothers me a bit is that I'm not a good fit tempermentally for the often very type-A triathlete communities around where I live (I live in a major city that is a hyper-competitive hub for triathlon in the US). I love to race, I love to compete, but I just can't get so self-involved/aggro about it. Some people around here really go to extremes, and that's not my jam at all. (Of course, there are also great people, and some of our local race directors are amazing.)
I should also say that I'm a breast cancer person (currently NED, in survivorship mode). I was diagnosed in 2015, and just this April I finally came back and did my first triathlon. It was just a mini-sprint tri, but I won! It was so unexpected; I was thrilled.
Training and racing really helps me with anxiety and depression. I also love to crew for one of my dearest friends--she does quite a few HIM and IM distance races, and I often travel with her and support her.