That's the moral of Shimon Edelman's new book, The Happiness of Pursuit. An excerpt:
[T]he pursuit itself — the journey rather than the destination–is what really matters… the seeker after happiness returns home, only to grow restless and eventually succumb to the lure of a new journey. On the basis of the understanding developed throughout the book, the following practical advice is offered as a way of summing up its lessons in seven words: when fishing for happiness, catch and release.
Edelman elaborated in a recent interview with Lucy McKeon. He says happiness usually isn't a thing, either:
I think one scientifically, psychologically validated reason for not making the most of one’s happiness is investing in the wrong kind of acquisitions. If you have some money to spend and you spend it on buying goods that’s not nearly as effective in making you happy in the long run as buying experiences. If you buy an experience, you can basically revisit it and enjoy it over and over again, whereas with material goods, the fun goes away. Running the risk of sounding too corny, quality time with yourself, with your family and with nature is worth a lot.
The Dish 