Bryan Caplan of EconLog offers the following advice for enjoying life. A lot of the advice is to enjoy what we have but also to find and enjoy a common ground with friends and acquaintances (and to select them carefully). Here is a brief summary edited from his post:
1. Amicably divorce your society. Don't get angry at the strangers who surround you, just accept the fact that you're not right for each other.
2. Stop paying attention to things that aggravate you unless (a) they concretely affect your life AND (b) you can realistically do something about them. Start by ceasing to follow national and world news.
3. Pay less frequent attention to things that aggravate you even if they do concretely affect your life and you can realistically do something about them. ...
4. Emotionally distance yourself from people you personally know who aggravate you. Don't purge anyone - that causes more trouble than it saves. Just accept the fact that you aren't going to change them....
5. Abandon your First World Problems mentality. Consciously compare your income to Haitian poverty [etc.]...6. Now that you have emptied your life of frustration, you are ready to fill it with joy. Start doing things that make you happy even - nay, especially - if most people in your ex-society disrespect them....
7. Actively try to make more friends with people who share your likes. In the Internet age, this is shockingly easy....
8. Find a career you really enjoy. Ask yourself, "Will I take daily pride in this work?" and "Are the kind of people I want to befriend statistically over-represented in this line of work?"...
9. If you're single, stop dating outside of your sub-sub-culture. ...
10. Now that your own life is in order, you are emotionally ready to quixotically visit your ex-society. ... Bend over backwards to be friendly. Take pride in your quixotic quest. Then go home ... and relax.
Coda: Many perpetually aggravated people tell me they "just can't" adopt my advice. Perhaps they're right to think that they can't follow my advice 100%. But so what? Anyone can adopt my advice at the margin. Why not spend one extra hour a day in your Bubble and see what happens?
Caplan's advice has much in common with the Serenity Prayer, which begins
God, give me grace to accept with serenity the things that cannot be changed, Courage to change the things which should be changed, and the Wisdom to distinguish the one from the other.
but it goes further along the lines of social choices. Caplan places strong emphasis on choosing one's friends and contacts carefully so that you enjoy life. He also urges us to reduce meaningless conflict. The "Bubble" he refers to is a selection process one can go through to enjoy life. To read more, follow the links in his piece. It seems likely genuinely good advice.
Update: David Henderson has more on the topic here.