It's a common problem, your Buddhist friends have a certain insight into it, I'm not a Buddhist, but I really relate to the four noble truths and the eightfold path makes sense to me. Maybe I'm a Buddhist except in name... Anyway.
Your goal should be to be comfortable with yourself and with what you have. It's the brief period of elation that you're chasing and as you've seen it doesn't last and it's that which causes you the pain and drives you onward seek out new peaks.
Your goal should be to be comfortable with yourself (Yes I repeated it
). By setting yourself these goals you're not just chasing the next high, you're trying to control life, to bludgeon life's uncertainties. You need to find a way to accept life's uncertainties and that almost certainly comes with being comfortable in yourself.
That's the theory, the practical requires some effort but here are some tips I've found useful. Please bare in mind I struggled and still struggle with some of this stuff, I relate totally to what you're feeling.
So, practical. There's some reading you can do if you do books. "How to get what you want and want what you get" is a gentle introduction.
Meditation. Really helps actually. There's a reason it features in most spiritual paths, whether that's as meditation or dressed up as prayer.
People.
People are basically the source of all pain and the source of all joy, they are the problem and the solution. They will help take you out of your self and allow you to discover yourself.
You discover yourself not by looking inwards, but by seeing your reflection in others.