I own a stationary indoor exercise bicycle. Its quite fancy.. has a magnetically coupled flywheel to adjust the difficulty setting and has all the electronic counters etc. I try use it every day/second day and on those days I really have to motivate myself to get on it and do my 40 min cycle. The first 10 mins is really tough for me and I find I have to put in a lot of mental effort to enter a meditative frame of mind that helps me finish the workout but, by the end of those 40 mins and for the rest of the day I feel on top of the world... its the one thing that helps to motivate me to get back on it everyday.

I suspect its the same thing with most endurance type sports which include running. Most people don't actually like the idea of it but the feeling of well-being makes them keep on doing it.