Religious people often have told me that religious people are happier than skeptics. A good response to that which I use is, "saying that a religious person is happier than a skeptic is no different than saying a drunk man is happier than a sober man". This is not my quotation, I read it somewhere else. But it does illustrate a major flaw the religious people miss. It is not about how we feel, it is about what is true!
But that is beside the point. The other point that needs to addressed is whether or not skeptics are happier people since they embraced skepticism, science, and reason or whether they were happier being obedient religious followers? I cannot speak for other people so I will only speak for myself. I have become a happier person since I gave up Judaism. I do not believe a being watches over our lives. I do not believe there is any set goal in life. I do not believe I will live on after I die, this is the only life I have. Why am I happier since I gave up these fallacies? Because I do not have an internal conflict with myself. I do not have to battle with my own understaning of morality with the Biblical version of morality. Back when I was part of Judaism I had this inner conflict every day, I just kept on seeing how unjust the Torah really is. I also had a conflict as I tried to justify Judaism in a fair and neutral manner. Ever since I became a skeptic I have no inner conflicts with myself. I live my life with actions exactly that I think are appropriate. Back when I was religious I was not able to do that, I had to do commandments in Judaism that I thought were cruel at times. For example, if I saw an older-person trying to carry something up the stairs I could have no helped that person out, because God said that we need to preserve Shabbos.
However, I do think that a devout religious person is happier than a skeptic. This is because a devout religious person who never thinks for himself never has any sort of conflict and is given this opiate that satisfies him throughout his life. When a believer is using religion as opium then he has no conflict at all, he only has comfort forever. Thus, I think happiness can generally be divided into three categories. The first one is the happiness of an optiate-drone obedient religious follower. The second one is the happiness of an open-minded religious follower who may have a little doubt. The third one is the happiness of a skeptic. I would guess that in general the first one is the happiest, then the third one, followed by the second one.