There are a certain few drugs that can alter brain chemistry, temporarily granting feelings of happiness and euphoria. The problem is that after a period of use, the body builds up a resistance to those chemicals, and the drugs lose effectiveness. A higher dosage is necessary to compensate for the acquired tolerance. There are two main problems associated with this. First, the acquired resistance persists, even after a long window of time. Second, frequent use of these substances produces the contrary effect of making you feel miserable when you're not on the drug.
I am thinking of a ridiculous but somewhat plausible idea. Let's consume pain-causing pills that simulate the chemical receptors associated with pain, in the hope that the body builds up resistance to the pain signaling chemicals. If the body's mechanisms work in a similar fashion, after a period of use, the body would be more tolerant to pain, even in the absence of the pain-causing drugs.
Similarly, let's create sadness-causing drugs. Then, after a period of acclimatization, by stopping the drug-regime, we would be in a state of anti-sadness (happiness?).