All your chemistry improves during serious exercise—not only while you’re doing it, but long after you’ve left the gym. Your body simply becomes a much more efficient machine.
As stated above by @Brian46, endorphines flow. Seratonin flows and improves one’s feelings of well being and ability to handle stress remarkably. Oxytocin flows, and combined with other chemistry, puts you in what athletes call the “zone,” a near hypnotic state where you can do no wrong, make instant decisions on a subliminal level, and time flies. After a month of working out every few days—either running, biking, rowing, climbing, brisk walking, lifting, any sustained positive stress on your body—you get to the point where your day isn’t complete without your workout; your mood is affected.
Endorpnines may allow you t go beyond the immediate discomfort of the work out by raising your pain threshhold and making you feel like you can walk through walls, even mildly aggressive, more assertive when you need to be. But the Oxytocin compensates by making you feel sexier, more cuddly, friendlier. It also makes you more interested and curious about the world and people around you. And when you feel sexy and happy and interested people react positively to you, because they would rather be around a happy person than a constant buzz kill. You may think it’s because you’re a little more ripped now, that there has been this amazing physical transformation, but after only one month? Nah, not much.
The Seratonin makes you more confident, self-assured, allows you not to sweat the small stuff. The endorphines numb you to the minor physical discomforts in life, you’re more tenacious and and have a much better balanced fight-or-flight instinct (anabolic steroids totally fuck this up). The Oxytocin makes you feel sexy and people react to this and find you more likeable and you become more willing to recieve intimacy. With a combination like that working for you, life goes from a mysterious box of chocolates to a very interresting bowl of cherries. After a few months, as a mere side-effect, the image in the mirror changes, and the person you’ve released has a body to match.
You shouldn’t discount a yoga combined with meditation as a way to accomplish the same improvements in your body chemistry and that yoga is an excellent and effective way for people with range-of-motion restrictions and other limitations to do so. Yoga breathing techniques alone, especially Ujai, or Ujjayii Pranayama, which has shown remarkable results in improving the lives of PTSD patients. It’s not called the Breath of the Conqueror for nothing. It is very powerful stuff, these pranas.
So, why are yogis, runners, gymrats and most athletes in general seemingly way too happy and confident most of the time? Now you know.