Would it be better to be a happy slave or an unhappy free human? It depends on your definition of "better" I suppose, but I think happiness is preferable. I almost envy those who can be happy slaves. I couldn't be- not without having large portions of my brain removed or destroyed.
And, I'm not sure I could be happy even if I were totally free, if certain things remained lacking in my personal life. Would real freedom make those things more likely to find? I guess that depends on what keeps me from finding them- if it's just personal flaws, then freedom probably wouldn't help much.
That doesn't mean it's better to be a happy statist than an unhappy voluntaryist, though.
A slave isn't harming others by his enslavement. The fault isn't really his, but his enslaver's.
A statist, however, would be hard pressed to remain harmless to those around him, just by virtue (or lack thereof) of his belief in the legitimacy of theft and aggression. And if his "happiness" depended on him coercing and stealing, then his happiness is a terrible thing. Everyone else would be better off if he were miserably unhappy.
So, although it is tragic to be free, and non-aggressive, and yet still not happy, to me it seems much more tragic to be enslaved and unhappy. And there just isn't any good to be found in being a statist, happy or not.
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