"Happiness is a state of mind"- one of the oldest quotes I can remember. I think what you are talking about are life goals/dreams, after achieving a desired goal in life we divert our efforts towards a new one and this process continues. And I don't think that's a bad thing but waiting to be happy or not enjoying the pleasures of life along this journey can be a mistake. Although some sacrifices have to be made as per what your dreams are, but achieving your ultimate goal in life or living the dream can also bring immense satisfaction to our soul thus leading to a happy and better life for ourselves and those around us.
Happiness is a state of mind. It would be great if we would have a control over our minds, but I think we can't have one. It would be easy just to tell ourselves to be happy and then be happy.
Maybe it is that we're waiting for happiness to be something truly special in the end and then we sacrifice the real happiness while waiting something imaginary.