Physical activity yields affective benefits like mood improvement and a sense of accomplishment or a general sense of feeling good. However, existing interventions to promote physical activity typically do not make tracking or visualization of affective benefits a prominent part of the interface. We conducted a survey asking people about physical activity episodes that made them feel good and the impact of those episodes on their exercise intentions. We found that the affective benefits of exercise motivated respondents to become more active. In this paper, we report on the affective benefits that resulted from exercise, what users perceived as causing those affective benefits, and what impact feeling good from being active had on their intentions for future exercise. We discuss the implications of our findings for the design of interventions that use affective benefits to promote physical activity.