"Buy things you can’t afford or don’t want. Either choice is a sure fit for unhappiness. When you buy things you can’t afford, you go into debt, which limits the other choices available to you. When you buy things you don’t want, you lie to yourself about the real source of your unhappiness.
"Compare yourself to others. The love of comparison is the root of much misery. Therefore, judge your success or worth based on other people, especially those with a different background from you. Do this on a continual basis, always looking for a new idol or competitor in which your ideal unhappiness lies.
"Take no joy in the journey. Focus only on the destination without appreciating the ride. Fail to celebrate small successes, and neglect to pause for reflection on how far you’ve come." ~ Chris Gullebeau.
He's got more ways to be unahappy on his blog (and a lot of other good stuff too).