Perhaps what happens when we put out something specific as the "thing" we need in order to become happy, we blind ourselves to everything around us already that has the potential to make us happy.
One of the things I learned about myself is that doing creative things (writing, art, building things) makes me happy, and that "problem solving" makes me happy... and so I try to guide myself in the direction of activities along those lines. And so far, that has worked pretty well.
A think a practice of gratitude is also important... when we feel thankful for the good things, we focus less on the unfortunate things that come along.