Where exactly is pleasure
Well, I'm glad you're curious, but you must realise that your question is highly complex. You'd certainly have to refer to a research paper for the exact, factual information. All the same, I can tell you a bit about Dopamine (the pleasure hormone) based on recent reading.

Dopamine creates pleasurable feelings when it is released in areas such as the nucleus accumbens and pre-frontal cortex. This happens when positive, or rewarding actions are undertaken. Dopamine release in the nucleus accumbens is so consistently tied with pleasure that neuroscientists refer to the region as the brain's pleasure centre. However, this is not the ONLY pleasure centre. 

Now this is all I know. You should probably check out this page for more, in-depth info: http://wings.buffalo.edu/aru/ARUreport01.htm

It's a long read, but I'm sure you'll find something worth your time.