Well, it's not really a head rush like doing an elevator or something (elevator: when you deeply inhale and exhale your full lung capacity 4 times before hitting a bong, then you rip it when your lungs are fully empty, and they are full of smoke, this gives you more than just a head rush)

But yeah, it's like I can feel the smoke's whisps tickling the surface of my brain. But it's not due to higher blood pressure or any vascular effect.