The research says that religious people are usually happier than non-believers. Although, there's been some recent research which suggests that this effect dissipates when you have areas or groups with lots of atheists, so a lot of it may just be having people with similar beliefs around you. I like the Unitarian Universalists myself because you have congregations you can join, but they're more welcoming to atheists such as myself.
“This planet has - or rather had - a problem, which was this: most of the people living on it were unhappy for pretty much of the time. Many solutions were suggested for this problem, but most of these were largely concerned with the movement of small green pieces of paper, which was odd because on the whole it wasn't the small green pieces of paper that were unhappy.” ― Douglas Adams, The Hitchhiker's Guide to the Galaxy