I would hazard that you are coming to this from a relatively sedentary point of view. Often overlooked is the huge hump to get over before exercise starts showing it's benefits. It can take months if you do not have the strength it takes to work out effectively, or are performing less than optimal exercise routine, such as one focused on cardio.
A less than optimal exercise routine is entirely possible. Do you have any tips? Bad technique or not enough variety is certainly a concern, especially when working out on your own. The trouble is, when I try to find alternatives, they usually seem to require a significant time and/or money investment which I can't do right now (e.g. getting a personal trainer, or adhering to strict regimes). If there any any simpler resources out there I'd be happy to hear about them.
I have gone for half a year or longer exercising on average 5 times a week, sometimes more. Excercise is often physically draining for me afterwards. My experience is opposite of it taking a "long time to [feel?] benefits": it just takes 10 pushups to a 7 minute circuit workout for me to feel great and invigorated. A longer workout often leaves me feeling drained in the hours after. My circulatory system might feel much better, but my body feels tired.
Not all exercise sessions are made equal. If you're just doing 10 pushups or 7 minute circuits for 6 months, you're still very much in the beginner phase.
It took me a few years of consistent intense training to really get into the groove of things. I've been at it for about 9 years now. This is the intensity that I aim for (mind you, this is not me in the video): http://www.youtube.com/watch?v=LAhNyvTF5Uw
After that level of intensity on a consistent basis for a few years, you adapt to it. While you may feel tired, you gain energy from it as well.
I did much more than 10 push-ups or 7 min circuit training each session for those six months (and those six months isn't the only time I've exercised, just one of the longer uninterrupted streaks of it). Don't patronize me.
Not trying to patronize you at all, and I apologize if it came off that way. I'd say that most people in the tech/hacker community aren't too well acquainted with consistent, dedicated exercise. It wouldn't be unreasonable for someone to have the belief that after 6 months of 7 minute circuits, their body should be well adapted to intense workouts. Since I don't know who you are or where you stand on the experience spectrum, I took an educated guess, and apparently was wrong.