I believe that every person on earth, at every minute would say they do, but how do we go about it? How can we make sure we are on the right road when there seems to be so many roads to choose? Could the straight and narrow road be the singular road to happiness? What if, while on the straight and narrow road, I take some detours; will there be happiness down those wide and crooked ones?
The singular, right answer is always in the Word of God. How do we make sure we are going to be happy/blessed? Follow the straight and narrow road, seeking first His Kingdom and His righteousness and He will give you blessings. Often not in the form that we think it should be, but that is where seeking His Kingdom first leads to our thoughts being conformed to His and our delights being His delights.
"If you want blessing 'seek first the Kingdom of God and His righteousness' and you will be on the high road to all other good. Some people forget this and seek happiness in the world, but it alludes their grasp... they think, plan, contrive, and try this means and that, but get no nearer the mark. While there are others who, seeking nothing for themselves, have joy and peace poured into their hearts. For they put first 'the Kingdom of God and His righteousness' and 'all these things' are 'added to them.' This I have proved by my own experience, and I can assure you that it is so." Hudson Taylor-age 24.
I am finding, personally, that when I am not thinking rightly and get in a funk, if I ponder the goodness of God and especially if I have opportunity to tell of His goodness to others, my outlook is changed and I am blessed from the telling of His goodness. This seems a bit strange, that I get blessing from telling others of God's goodness, but it works and I believe His is glorified in the process- as He is proclaimed to be great.
How's your seeking? What is on the top of your list? What desires are not filled that you are trying to fill? All of these things should have a very distinct "God flavor". Are you trying to "get ahead" for your own glory/satisfaction/comfort, or are you trying to be the best you can be for His glory and the furtherance of His Kingdom?