Things like that are certainly quite common.
If you continue to cultivate that pleasant sensation, you might get yourself into the first jhana. Really be mindful of the body and relax, allow the pleasantness to seep into every crevice of your awareness, physical and mental. Simply being aware of the good feeling and continuing to relax is enough to spread and increase it. My flaw when I was first doing this was that I could induce very strong pleasure accompanied by mindfulness in patchy areas, what really did it was learning to distribute this throughout the body. (refer to the simile of the bath powder)
A user posted a good succinct method for jhana here: viewtopic.php?f=17&t=3771&p=55427#p55427
Or look at the anapanasati sutta.
 Breathing in long, he discerns, 'I am breathing in long'; or breathing out long, he discerns, 'I am breathing out long.'  Or breathing in short, he discerns, 'I am breathing in short'; or breathing out short, he discerns, 'I am breathing out short.'  He trains himself, 'I will breathe in sensitive to the entire body.'2 He trains himself, 'I will breathe out sensitive to the entire body.'  He trains himself, 'I will breathe in calming bodily fabrication.'3 He trains himself, 'I will breathe out calming bodily fabrication.'
" He trains himself, 'I will breathe in sensitive to rapture.' He trains himself, 'I will breathe out sensitive to rapture.'  He trains himself, 'I will breathe in sensitive to pleasure.' He trains himself, 'I will breathe out sensitive to pleasure.'
You've probably already done steps 1-4 naturally in your anapanasati, right? Once a certain level of tranquility has become established then it's possible to establish what they call "rapture"(piti) and "pleasure"(sukha). The "tingly feeling", though that's admittedly a vague term, is something that I find to precede the maturation into a well-developed experience of piti. If you felt nicely relaxed and "deep", I bet you're going in the right direction.
The other half then, is sukha, which in part will develop on it's own as a simple feeling of bodily comfort and mental contentment. You've probably already got this going to some extent. But it can be contrasted to the more "thrilling/delighting" feeling of piti.
I think if you follow your intuition about what is more happy and peaceful for you, you'll get there. There is a particular feeling of mental seclusion and stability that comes when you're really in it that is unmistakable, but also very hard to describe. It also enables a level of mindfulness and focus that's hard to get otherwise. Look at the section in the anapanasati sutta on how the 4 references are developed. In practicing like this they are naturally developed, so it's something worthwhile. It's just that the pleasure of the early jhanas is sort of a carrot on a stick to lead the the mind into it, but by #4 the pleasure is replaced by equanimity and neutrality and only perfect mindfulness remains. Which is a pretty damn useful place to be.
Effort is certainly right, not every session is going to be so pleasant. But you did it once so you can do it again, and if you can do it again you can get better at it.