Hi Alejandro
tahariel ,
interesting question; I use Right Click Select and didn't know this.
After trying a few things, I found that (when using LCS) I can hold do ALT+LMB to Select a Bone, when Weight Painting.
Alt+LMB works. If you're using emulate middle mouse button then you will need to use the official shortcut which is Ctrl+shift+LMB. In 4.2+ you will also need to be in bone select mode(3 at the top of keyboard or click the bone icon on the header.)