Should I buy a cyclocross bike or road bike to do Triathlons and CX?
If you have the budget for only one more bicycle you cannot go wrong with a cyclocross bike, you will be able to race CX in the fall (typically after triathlon season) and you can get some fenders and slick tires for road rides in winter/spring and take the fenders off when the weather turns nice for Triathlon season. You can get clip on aero bars if you really want to, but since your planning the triathlons as fun events, there is no need for aero bars or a tri specific bike.

I use my CX bike year round, either with CX tires during cross season or fenders/slicks during rainy season and take the fenders off during the summer months.

You can get by with a MTB for cross races (I see people all the time with MTBs at cross races), but it will be heavier and harder to carry up the run ups and over the barriers.

Take a look at Kona - 'Jake' or 'Jake the Snake' for a good CX bike.

Keep that mountain bike and try an XTerra (offroad) triathlon, lots of fun!