I am currently reading William Irvine's book, A Guide to the Good Life: The Ancient Art of Stoic Joy and stumbled across this paradoxical — or, at least, counter-intuitive — idea: Denying yourself pleasure can lead to pleasure.
Consider eating an ice cream cone or, perhaps, a pleasant dessert. Undoubtedly, such an experience would be pleasurable. What people often forget is that the opposite may also be true. In the case of not eating ice cream or dessert it is possible that you may also experience pleasure by being pleased with yourself for showing self-constraint.