Naturally we do. Could glue thumb tacks to each of the keys of my keyboard, but that would make me feel bad whilst typing so I'll choose not to, equally I could design a keyboard made out of chocolate that would make be feel good whilst typing, but I'd then get fat(ter) and feel bad so again I'll choose not to.
Unless you are trying to swing this to an argument about the existence of free will, given the apparent prescence of free will we can choose to make ourselves happy or sad. I think that we will always make choices towards happiness in the long term.