This week's Sugya discusses the concept of Mitzvos Lav Leihanos Nitnu (Mitzvos were not given for enjoyment)  

This principle has many ramifications in Halacha. Practically speaking, may one perform a Mitzvah using something that he is otherwise forbidden to benefit from?  For example, may one use the horn from a korban (or lehavdil, from avoda zara) to fulfill the Mitzvah of Tekias Shofar on Rosh Hashana?  The Gemara in Rosh Hashana (28a) concludes that this is permitted, because a Mitzvah is performed in order to fulfill a Divine commandment and not for personal enjoyment.

 The question then arises – there is an innate pleasure that one automatically derives from performing a Mitzvah and serving Hashem and earning eternal s’char.  Why is that pleasure not considered as deriving a benefit from something that one would not be permitted to benefit from?  Is it because we differentiate between spiritual pleasure and physical pleasure, or direct vs indirect pleasure?  The Rishonim contemplate these points and offer differing views and interpretations, which are then reflected in the Halacha L’maaseh.