One of the things tracked by the Pew Research Center is happiness. Since the 1970s, the Pew pollsters have been asking Americans how happy they are and analyzing the results. Some 45% of all Republicans report being very happy, compared with just 30% of Democrats and 29% of independents. This finding has also been around a long time; Republicans have been happier than Democrats every year since the General Social Survey began taking its measurements in 1972.
The gap between Republicans and Democrats persists when factors like income and marital status (both powerful predictors of happiness) are accounted for.
Conservatives, likewise, are happier people than liberals, and churchgoers are happier than non-churchgoers.