Most people assume that getting what we want (promotions, romance, world domination) will bring us happiness. But in most cases the effect is short-lived. This is because of The Hedonic Treadmill: Humans rapidly adapt to new circumstances, and therefore take things for granted, once we have them. The bright side is, that this same mechanism protects us, when something bad happens.

More:
Hedonic treadmill (Wikipedia)
Reprieve (essay) by Tim Kreider
For a different perspective: read the chapter on happiness in Enlightenment Now by Steven Pinker