I started a five-day-a-week gym habit about a month ago. To inspire myself, I bought a piece of foam poster board and write a mark for everyday I went to the gym. The idea is to not break the streak. I read about this idea in a Lifehacker post. Apparently, Seinfeld wanted to improve his comedy skills and decided that he should write new jokes everyday. To pressure himself to keep up the habit, he bought a big wall calendar. He would draw a big "X" on each day that he completed his habit. The positive motivation was to make the chain bigger and bigger; the negative motivation was not to break the chain.
I call it the streak, rather than the chain. It really helped for the first three weeks of the habit. I've kind of gotten used to going to the gym now, but on that one slow day of the week when I don't really know, I think of my streak and that helps push me to go to the gym even though I don't feel motivated. I don't want to break the streak!
Here are a couple photos. Notice I don't use the standard tally where you draw four vertical lines and then complete the tally with a diagonal slash across the vertical lines. I use the Chinese method which is to write a 正 character, stroke by stroke. It looks nicer and it's easier to track of where you are when you tally for a long time.
You can see that I've kept up my gym habit for five weeks, the start date being June 17th, 2008. The missing mark in the third week is because the gym was closed on the Fourth of July.