The design of exertion games (i.e., digital games that require physical effort from players) is a difficult intertwined challenge of combining digital games and physical effort. To aid designers in facing this challenge, we describe our experiences of designing exertion games. We outline personal reflections on our design processes and articulate analyses of players' experiences. These reflections and analyses serve to highlight the unique opportunities of combining digital games and physical effort. The insights we seek aim to enhance the understanding of exertion game design, contributing to the advancement of the field, and ultimately resulting in better games and associated player experiences.