I reward myself weekly. On Sundays I allow myself to get a cup of ice cream and a burger (on wheat, not a bun) and I'll buy a new music video or a couple of songs for the next weeks workout. It keeps me wanting to go to the gym to work out.
When I started working out alot, after a month or two, I rewarded myself with a new ipod for the gym. Then my husband got be the TRX because he was so proud of me. I am now rewarding myself with music, fitness books and magazines, and when I get home (from Iraq), workout clothes.