I agree - it takes all of them, and it's a gradual process you see in retrospect kind of thing. I think doing weights gives me the biggest "pump" though. Also, when I feel sluggish and don't want to go to the gym, or I hurt from the last time, I find once I go, I feel better. My mood's improved, the soreness goes away, menstrual cramps seem to go away, (or at least don't require heavy doses of asprin), I feel less stressed...
Weight-training and cardio are blissfully relaxing, interestingly. You're so concerned with good form and counting your reps, or just pushing through the burn to finish your 40 minutes on the treadmill that you're not thinking about other things going on in your life. Hanging out in the sauna afterwards, or just having those couple of hours a week to yourself are great. Back when I had a house, I used to find some similar qualities in mowing the lawn. It's just a nice, mindless chore where you can think, but can't over-think. I also think counting reps over and over has some sort of meditation-quality to it.
Also, you feel more active, you want to get out and do stuff, you want to "live!" I decided I was going to hike Mt. Washington. Once I got to the base, I thought, "What, am I nuts? I'm not in THAT good shape, I'm still overweight, and everybody passing me is tanned, lean, and looks like a seasoned mountain-hiker." But hours on the stairmaster had taught me about perseverence, and how to just keep stepping until you got there. 6.5 hours later when I got to the top, it was an incredible high and an incredible experience I can use as a metaphor for any great challenge in my life. I certainly wasn't the fastest one up, but I can say >I< did it.
When you're in shape, eating right, exercising, you can participate in life, set all kinds of lofty goals, and know how to suck it up and just do it. Instead of looking at this huge mountain in front of you, or each individual rock in the trail and getting depressed, you learn to pick 20' intervals at a time and just plug along. I think that's the greatest thing losing weight & exercise taught me - perseverence, smaller portions, and life doesn't have to pass you by while you're hiding in the closet with your bag of doritos feeling fat and out of shape. There's nothing to lift the depression like being able to go out into the sunlight, keep up with everyone, and have fun.
So instead of worrying about the short term, or immediate results, just concentrate on today, this set, this rep... take a piece at a time, and just keep plugging along, and then once in a while, look back, and instead of criticizing yourself, "Oh, I only lost x pounds," celebrate! "I lost X pounds!" Any time you get off the couch and do something to improve yourself is a reason to be proud. Every time you make a goal and meet it, it's a reason to be proud. If your goals are too big, break them down into manageable chunks, and celebrate each little success!
--Janis