Running a business, or working on a creative project can also cause a lot of unhappiness and misery. I've been pursuing my goals and dreams for a couple of years now and I don't think it has made me happier at all.
I've found these things to be much more important:
-Maintaining a calm, relaxed state as much as possible. Not suppressing anger but not letting it destroy you either.
-Physical and mental challenges; doesn't mean you have to quit your job and pursue some grand scheme though
-Socializing