Attempts to exercise because I want to lose weight have failed me, every time.

Attempts to exercise because I had already reached the point where I enjoyed the exercise, however, succeeded. When I worked a manual-labor job, I got in terrific shape, exercising outside the job itself on a regular basis; I'd go jogging with the flu, in the rain, whatever. I didn't even notice I was in great shape until a couple of months after I was.

I've had trouble putting myself into the mindset that "If I keep this up, I'll eventually enjoy it," using the enjoyment of the exercise as a terminal goal. But I think that it might be more successful than using a goal which is distinct from the action that leads to the goal.

Don't choose ends; choose means, as ends into themselves. The means are what you spend all your time doing, after all.