Putting on some good music (trance, funk, jam band, ambient, drum n bass), turning down the lights, turning iTunes visualizer on, burning some, and then watching the visualizer do it's thing.
Though, I don't think this is 'oddly' enjoyable. Obviously enjoyable, more accurately.
For my oddly enjoyable sensory thing, I like pulling open a heavy door and feeling the pull/stretch in your upper back, shoulder, and arm. Feels awesome to me for some reason.
Immediately before a heavy summer thunderstorm right as the sun is setting - orange clouds obscure the sky, the hot air gets really humid, a cool breeze begins to stir, and an odd silence washes over everything.