I found this great story from the book The Seven Habits of Highly Effective People:
I was in a gym one time with a friend of mine who has a Ph.D. in exercise physiology. He was focusing on building strength. He asked me to "spot" him while he did some bench presses and told me at a certain point he'd ask me to take the weight. "But don't take it until I tell you," he said firmly.
So I watched and waited and prepared to take the weight. The weight went up and down, up and down. And I could see that it began to get harder and harder. But he kept going. He would start to push it up and I'd think, "There's no way he's going to make it." But he'd make it. Then he'd slowly bring it back down and start back up again. Up and down, up and down.
Finally, as I looked at his face, straining with the effort, his blood vessels practically jumping out of his skin, I thought, "This is going to fall and collapse his chest. Maybe I should take the weight. Maybe he's lost control and doesn't even know what he's doing." But he got it safely down. Then he'd start back up again. I couldn't believe it.
When he finally told me to take the weight, I said, "Why did you wait so long?"
"Almost all the benefit of the exercise comes at the very end, Stephen. I'm trying to build strength. And that doesn't happen until the muscle fiber ruptures and the nerve fiber registers the pain. Then nature overcompensates and within 48 hours, the fiber is made stronger."
I could see his point. It's the same principle that works with emotional muscles as well, such as patience. When you exercise your patience beyond past limits, the emotional fiber is broken, nature overcompensates, and next time the fiber is stronger.

This idea reminds me of a speech I heard at Queens by Chevi Garfinkel. There are so many times a day where we are confronted with frustrating/annoying situations. Instead of getting annoyed by them we should view them as personal "workouts" that Hashem is sending our way to enable us to exercise whichever midah is being affected. It won't be fun, and the results won't be noticeable at first. But that's the nature of working out.