With accent marks:
Лю́бишь ката́ться, люби́ и са́ночки вози́ть.
If you like sledding, you should like to carry the sled.
No doubt, sliding down the slope on a sled is very nice. But then you have to climb the hill again, and even drag the sled.
In anything you do, there are both pleasant and unpleasant moments. You should enjoy doing both.
The closest English equivalent: There is no such thing as a free lunch!
Other Russian proverbs
Don't have a hundred rubles, but have a hundred friends.
There is no smoke without fire.
The further into the forest, the more firewood is there.
The eyes are scared, but the hands are doing.
The quieter you go, the further you'll get.
The demon is not as scary as he is depicted.
Оne sees the mote in another's eye and ignores the log in his own.
Do not spit in the well - you will need it when thirsty