Last night 60 Minutes took a hard look at why, in nearly every survey, Denmark ranks as the happiest country in the world. The answer? Expectations. Danes simply don't expect too much from life so normal day to day ups and downs seem better than countries with higher expectations. I think America ranked 23rd.
More proof of the importance for marketer's to spend as much time setting expectations as they do influencing perception. More on this topic here.