Positive psychology can make you happier and this article by Martin Seligman et al proves it (pdf). With diagrams! The paper studies a number of very simple actions (eg. writing down three positive things each day) and shows that they work very well.
Martin Seligman is the author of the excellent book Learned Optimism (read my review here) and the founder of the positive psychology movement which is based on the idea that psychology should focus more on what makes people happy, rather than focusing solely on curing mental illness. Makes sense to me :o)