Go read this article by Jean posted at The Human Bean.  Note - you need some time.  But it's a funny article, and reading about her experiences in the great and vast United States government bureaucracy is educational.

According to this study from the University of Chicago.

From the article:

Most of the problems were related to increased incidents of illness and the inability to afford medical care; mounting bills; unemployment; and troubled romantic relationships.

I'm not surprised about the health care issue - I think this will be - as it should be - one of the defining issues of the next 20 years, is the lack of affordable health care.

Still, the researcher ends with quite a little integral self-help program:

Happiness is an individual thing, he says, like a thermostat in our brains with a baseline that's predetermined by genetics. "We all move around, up or down, around our set point" depending on life events, he says. "The key to the psychology of happiness is to move to the upper range of your potential."

He advises a three-point check-up on the state of personal relationships, the work environment and control over daily life, because improving those areas will boost happiness.