I'm in my fourth week of strength training. I still don't feel like I've hit my stride, but it's closer. When I was running, it didn't start getting easy until around week six (that is, until week seven, when the program pulled the rug out from under me and I felt like I was dying all over again).
Still, there has been some improvement. I've been told it isn't so much muscle gains as it is my brain/body learning the movements, learning how to stabilize, etc. On one hand, bummer. On the other, how cool is that?
Moral of today's story: brains are awesome.