The Virtuous Cycle of Feeling Good
Take for example a study done by Sheldon Cohen and colleagues of the Psychology Department at Carnegie Mellon University. After categorizing almost 200 subjects based on their level of happiness and calmness (versus anxiety and depression) they intentionally infected their subjects with the common cold and flu viruses. Remarkably, they found that although a subject's emotional disposition did not predict their chances of becoming infected by a virus, it did impact the extent of the infection and the strength of the symptoms. In other words, when happy people get a cold the symptoms are less and they recover sooner.
The takeaway is that the most healthy lifestyle is one where emotional and physical good feelings feed off of each other. You can use exercise to drive your emotional happiness, then tap into that happiness to increase your physical well being.
If your current exercise routine or diet is not a source of enjoyment but rather a source of stress and anxiety, then you are countering the physical benefits with the emotional drag. Fitness should be fun.