So much depends on your budget. There are a reasonable number of aluminium road bikes to be had for around £500, which would do you perfectly well for a bit of entry-level triathlon. But if you want something truly light weight, then you need a carbon frame, which start at around £1,000 for a frame with cheaper components.
How about this: http://www.wiggle.co.uk/bianchi-c2c-nirone-7-sora-2013/ Bargain at £550, from £800 in the sale, but only 50 or 61 frames. Beautiful bikes, I've got one of these (but finished in the Celeste green paintwork) and even though alloy, it's still reasonably light. I've also got a a carbon frame (Orbea) and don't notice a huge difference in weight - I got the Bianchi cos I wanted a larger frame (the Orbea is tiny, 49, but great for short fast rides) Good luck with triathlon, would love to try a sprint tri but sadly foot injury that's not responding too well to physio curtailed my running. That said, not being able to run has made me fall in love with cycling!
Does your employer do the 'cycle to work' scheme? You might be able to get a bike through that to save on cost.
I have one of these http://www.evanscycles.com/products/jamis/xenith-endura-sport-2012-road-bike-ec031746 and if you can fit the small frame it is a great price for a new carbon bike. I got mine 2nd hand on ebay in great shape for £300.
I have my eye on a Planet X carbon tri bike too....but want to see how my first triathlons in 12 years go first.