Riding on the trainer is a better - though potentially boring - workout. With no interruptions from red lights, cars, hills, wind, etc, you have complete control over intensity and can pedal constantly. Also, due to reduced momentum (only the wheel moves, not the entire weight of the bike and rider), riding a trainer is excellent for your pedal stroke.

Below is more information about brick workouts.

Ken

Bricks: Preparing to Run After Biking
© 2004 by Ken Mierke

Multisport running differs from open running. Triathletes should approach many aspects of training and preparation differently as a result. The most important difference in preparation is brick workouts. Brick workouts are designed to ease the transition from cycling to running. Triathletes who fail to consistently incorporate bricks into their training routine have trouble running immediately after cycling. Many athletes have gotten very strong on the bike and very strong on the run only to find that they cannot run anywhere near their capabilities after the bike in a triathlon.
Brick workouts incorporate running directly after cycling. Where the term brick came from is a mystery. Some say that it came from the first two letters if brick – B for bike and R for run. Other say that the term brick came from how your legs feel after a hard bike, “My legs feel like bricks.�
Long or hard bricks should generally be added during the build phase, but many begin incorporating light bricks into their routine in the base phase to prepare the legs for the more serious bricks to come.
Minimizing time between the bike and run is a priority for brick workouts. Whenever practical, set up a transition area and incorporate transition practice into each brick. Even when this is not practical, begin the run as soon as possible afterward. I frequently do brick workouts out of my car after driving to an ideal training venue. You should be able to put your bike on top of the car, lock it, change shoes, grab a water bottle and go in about two minutes.
There are a number of different types of brick workout, each with its own specific purpose and its own place in your training program. Each brick workout very specifically targets a particular limiter of running after cycling.

Targeting Brick Workouts to Limiters
Targeting workouts specifically to your limiters is the basis of effective training and this holds true for bricks. Choosing the appropriate bricks to improve your endurance, muscular endurance, force, or speed will help you run well on race day.
Endurance limited athletes need to prioritize long, easy workouts. Often the best choice for these athletes is not a long brick, but a Saturday long run followed by a long ride brick on Sunday. This allows the endurance-limited athlete to do a longer run and ride than would be reasonable if done as a long brick and yet have the benefits of running after the bike as well. Do not be tempted to increase the run off the bike. Keep it to 15-20 minutes. After a long run Saturday, the risk of injury goes up dramatically with a moderate length run Sunday while already fatigued from cycling.
Most intermediate to elite triathletes competing in half ironman or shorter races are muscular endurance limited. These athletes will do best combining long bricks at basic endurance pace with lactate threshold and/or race pace bricks. A key workout for an international distance triathlete might be as follows: Ride 1:30 Z2 → :30 Z4 → Run :20 @ RP → :20 @ Z2 pace cool-down
Race duration plays a major role in choosing the appropriate brick workout. Each race distance faces the triathlete with unique challenges and different preparation is required for each.
For sprint distance racing (and international distance for advanced triathletes), coming off the bike and running fast right away is necessary. Giving away too much time “finding your legs� is not allowed. There simply aren’t enough miles left in the race to make up for lost time. Brick workouts for these race durations should focus on enabling the athlete to come off the bike with legs full of lactic acid and get to goal pace right away. Race pace bricks or brick interval workouts are key during the build and peak/race phases.
For half-ironman racing, the challenge is running relatively fast for a very long time. A well trained triathlete will push the pace somewhat for the entire duration of the race. Bricks for half-ironman racing focus on muscular endurance. It isn’t jumping off the bike and running fast right away that is important, but running efficiently and giving your legs time to accommodate to running without giving up too much time.
Endurance bricks should be prioritized in the base period gradually giving way to race pace and/or LT bricks in the build period. As indicated above, endurance bricks can be combined with race pace or LT bricks by extending the duration of the basic endurance phase of the bike that comes before the higher intensity segments.
Every ironman athlete, from the beginner right to the Hawaii Ironman Champion, is endurance limited. Ironman distance racing is about not falling apart, not about being so strong that you can push the entire distance. Muscular endurance bricks could have their place for high level athletes, but endurance bricks will take priority.
Many ironman athletes, without realizing it, do almost all of their training faster than race pace. Again, even for the top pros an ironman distance race is about not falling apart. What is your average pace per mile in an ironman marathon? It probably is not nearly as fast as your pace on most long runs. This is a huge mistake. For an athlete hoping to run a 3:30 ironman marathon, eight minute mile pace feels ridiculously slow, but that is the ideal intensity for most of your running. A primary purpose of ironman training is to reduce the amount of glycogen you burn at race pace by training the muscles to burn more fat and less sugar. This is best accomplished at very low intensities. A second major purpose of endurance training is to accustom the legs to running the way they will on race day. Training at this pace maximizes neuromuscular efficiency most effectively.
Most ironman distance triathletes should do a short run after almost every long bike workout. Frequency is the best way to adapt legs to run while fatigued to that degree, but doing a long run after the long ride may cause you to dig deeper into your reserves than you want to. Doing a long run on Saturday and a long ride, short run brick on Sunday works well. I frequently have an athlete follow this pattern through base and switch to an endurance brick (long ride and long run) in the build period. Sometimes we alternate a Saturday long run / Sunday long ride brick weekend with a Saturday swim only / Sunday endurance brick weekend.

Types of Brick Workouts

LT Bricks
Lactate threshold bricks for sprint and international distance racing will generally be conducted high in zone 4. Generally these workouts incorporate an extended warm-up in zone 2, followed by a steady segment of zone 4 riding, a transition, a stead segment of zone 4 running, and a cool-down of zone 2 running. The zone 2 riding segment may be extended, but the running cool-down should not. After a fatiguing workout like an LT brick, extended endurance running poses a significant risk for injury. Also, be careful not to exceed zone 4 intensity during these workouts. The slight additional benefit is not worth significantly delaying recovery.

Race Pace Bricks
Race pace bricks are very hard workouts for sprint and international distance racers. Make sure to keep the duration of both the bike and the run segments well below race duration. The full effort of racing should only be approached on race day. I generally recommend keeping duration between one-half and two-thirds of the duration of the race’s bike segment and between one-third and one-half of the duration of the race’s run segment. Do these well, but avoid overdoing them. Choose quality over quantity.
Race pace bricks should be incorporated in the build and peak/race periods. This is a stressful workout, so make sure to include adequate recovery. A race pace brick counts as one intense bike session and one intense run session.
Brick Intervals
Brick intervals are among the hardest workouts a triathlete can do. They can be enormously productive if the athlete gets adequate recovery before and after the session. Brick intervals are powerful medicine, so remember that a little goes a long way!

LT Bricks
Lactate threshold bricks improve muscular endurance. These become a key workout for athletes once endurance is built and riding and running for race duration are no longer a problem. These workouts are very efficient, having among the best cost to benefit ratios of any workout. The pace is high enough to stimulate changes in the muscles that make you faster, but to still allow relatively quick recovery for the next workout. Be very careful not to do these workouts too hard. Riding and running at 95% of LT intensity still produces excellent results. Riding and running at 101% of LT intensity dramatically delays recovery. Any benefits of the additional 1% intensity are not worth the cost.

Race Pace Bricks
Race pace bricks have a wide variety of benefits. Obviously, working hard on the bike and run increase fitness, but race pace bricks do much more. The only way to develop pacing skills

Long Bricks
The long brick is a breakthrough workout that should not be attempted too often. Most triathletes should perform these approximately every other week at most. This workout consists of a long ride (four to six hours) followed by a long run (90 minutes to two hours). These workouts develop deep fuel reserves, train the mind to maintain concentration for long periods, and give the athlete a taste of the effort required on race day. These workouts train every aspect of race day management and, if they go well, they can provide a huge confidence boost. Make sure that you are rested and logistically prepared for these. Treat them with respect and they will prepare you for race day.
Make sure implement your fueling and hydration strategy exactly as you plan to on race day. Remember that we train the stomach to digest and absorb calories at a faster rate just as we train the lungs to move more air and the legs to work harder and longer.
Brick workouts are a key to maximizing race day run performance. Make sure to tailor your brick workouts to your limiters. Take these seriously and you will run faster off the bike.

I did my first brick ever Tuesday and it kicked my butt :( . The frist mile absolutely hurt but I fought through it and I finished my goal of 2 miles.

I am going to do another one on Saturday to get my feel for a Duathalon I am doing in 3 weeks. It is a Mt Bike/XC thing so running in the woods is going to be different.

Yup, once you get used to them they are great workouts. I will always do a transition run after a longer bike session. And then do the scheduled bricks from the training plan. I really like them because they more closely simulate race day conditions. Also good to do a swim-bike as well as the bike-run, although the swim - bike is a bit harder logistically.