Feeling good is easy, in the west it's so easy that it's almost asinine. Feeling good about yourself is a lot harder. I think one of the best ways to go through life is not to live so that you can feel good but to live doing things, as much as possible, which make you feel good about yourself. This is different for each person which I think is okay. When doing things that make me happy but which don't make me feel good about myself, I sometimes try to do it with the mentality that it's "against unhappiness" and not for a kind of happiness that exists externally from myself, having no real connection to me (this describes most consumerist adventures).
