Programming feels good... But only after a while.
The first few minutes of coding hurts! But once my mind gets some exercise, it actually becomes fun. As my friend described it, it's like an Obsessive Compulsive behavior. Once you've been programming for a while, it feels good to keep doing it, again and again.
Now that I think about it, the OC doesn't apply only for programming. It applies to work, in general, too.
Maybe it's because the more time one spends doing something, the better he becomes at it. The better he becomes, the more enjoyable it is. Or maybe it's the getting better part that is enjoyable.