Maybe I'm doing it wrong, but for me there certainly was (is) a mental hurdle to get over. When I first seriously started exercising I think it probably took 6 or so months of 3-4x per week before I began looking forward to it. Even after years of training, I still will battle with myself a bit before heading to my muay thai gym or heading out for a run.

Yeah, true. Putting your shoes on and getting out the door is half the battle. I wouldn't call that suffering, though.