Results and interpretations of research into the relative happiness of religious and non-religious people differ. Research in the United States has shown that religious people are generally happier, but comparative studies of different countries in North-America and Europe seem to indicate that it is more a question of belonging to a group, rather than the actual religious or spiritual practice.

It has also been shown that religious activities such as praying, trigger a unique part of the brain that is not active during any other activity.

See also what Wikipedia has to say about the correlation between happiness and religious involvement.