A memorable line from a Billy Joel song is "I'd rather laugh with the sinners than cry with the saints." I think it refers to many religion's tendency to view this life as a necessary evil in order to have a good life in the next. The song continues with, "the sinners are much more fun" and from casual or serious observation this would appear so.
However, we Mormons feel that we should have joy in this life as well as the next.
Lasting happiness is different than momentary pleasure, because true happiness lasts. This earth life has a purpose and we can find happiness in it.
If these things caused happiness then the people with the wealth, power, beauty and fame should be the most happy but they clearly are not.
And yet, people with none of these things are often very happy. Money doesn't buy happiness as we've all been told many times. However, it is difficult to be happy without it, but not impossible.
Sinning isn't fun. Usually, it is enslaving. I am grateful that my Mormon beliefs have spared me from any obvious enslavement such as alcohol, drugs, gambling or pornography. This is no small thing. It has also spared me from non-obvious enslavement to such things as procrastination or temper.
True happiness comes from Jesus Christ and His gospel, here and hereafter