There are essentially two types of things in our lives - things that we want and things that we need.

Here are the five basic needs for life -
* Food
* Water
* Warmth
* Clothing
* Shelter

So what's everything else? A luxury. We desire luxuries. The five basic needs are things we will always want and desire, whether we have them at the time or not.
Luxuries are things that you can do without, and only come to want once your basic needs are satisfied.

The problem is, once you have something, it becomes accepted into your environment. It no longer seems like such a novelty or such a cool thing. You want the next best thing. This is one of the effects of living in the Western world - wants can often seem like needs.

So, once you have something, is it as fun as wanting it? It can be. But you're more likely to derive enjoyment from really looking forward to having that object, and once you have it you'll derive your enjoyment from wanting the next best thing.

It's a right rum paradox, is this one.
Might I suggest that the problem is not the satisfaction of desires, but having the desires in the first place? Wanting isn't really all that fun. It might be useful, as it is the motivator of Getting. But if having isn't fun either, wanting has nothing to recommend it.

Perhaps you mean Wanting and Having aren't fun or Having isn't more satisfying that wanting. But I really don't think wanting is more satisfying than having.

Take your cue from Buddhism. Remove the want, don't glorify it.

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