I saw something about happiness on one of those nighttime news programs, and they mentioned Denmark as one of the happiest places. One of the reasons they cited was a strong sense of community. There's always a dance or party or some other sort of social event going on, so the people are socially active. They don't sit around at home watching TV (they only have a few channels anyway) and people don't suffer the same kind of social isolation many of us in the U.S. face.
Another reason they cited was because the tax rates are so high, everybody makes about the same amount of income, whether you're a trash collector or a physician. This is OK, because everyone is paid well enough to make a comfortable living, although not an extravagant one. Doctors become doctors because they are want to be doctors, not for prestige or money. If you don't have the skill or desire to be a doctor, and you just want a job that pays the bills, you can be a trash collector--or whatever you want to do--and you don't have to worry about not making enough money. The report said there's little sense of people being better than others based on their profession. A trash collector is as respected and valued a member of the community as a physician. They interviewed on trash collector who said he loved his job. He got to drive around town, visit people, and socialize. When he came around, everyone seemed geniunely happy to see him, and would stop to chit-chat.
Speaking for myself, I don't cope with stress very well, but I work in a high-pressure, fast-paced, deadline sensitive corporate environment...and it's killing me. If I could make a living doing a cushy, relaxing, easy-going sort of job (I don't know exactly what), I'd probably be a lot happier. But in the U.S. those sorts of jobs don't pay very well, and I'm barely making enough money as it is.
Alas, I've never had a gift for learning other languages. If I thought I could learn Danish, I'd seriously consider relocating to Denmark (or Sweden or Norway or one of the other countries high on the list).