I know for me, there have been a couple of examples.
One of them would be school. Working full time and taking 25-30 credits per semester in school all 4 semesters to cut the time to get my Ph.D in less than half. Not easy! Especially when you need to make honors!
The other, which has been more rewarding than anything is my current relationship. We both came from a darker place prior to meeting one another and so we both had some problems in trusting others, relying on someone else, etc., and we've come a long way. We've had some strange arguments and with our living situation it hasn't been easy. It isn't always great, it isn't always fun, but it's always been worth it, no doubt about it!