Yeah, I agree, Leg day is the worst thing ever, but I think I know what makes it cool. Since leg excersizes, especially squats and deadlifts, work compunded muscle groups, like around 70% of your skeletal muscles all at once, these excercizes trigger increase in natural testosterone production, which causes 'good' feeling later afterwards. This is why people looking to gain mass should do compounded excersizes like deadlifts, squats, bench (and some people say bent-over rows) since these stimulate growth in your entire body.