There are a lot of "good feelings" in this world. Most of them aren't wrong but they're not worth the time. Some are really bad but feel really good and that's why they're so tempting.
I've felt a lot of different "good feelings" over the years, ranging from good to not so good. I tend to seek good feelings, which is why I haven't yet had any alcohol. Drinking alcohol isn't a sin per se, I just know how I would react to the feeling.
But through all my experiences, the best feelings in the world are as follows, in reverse order:
(1) The Mariners winning.
(2) Losing myself in an incredible song on my iPod.
(3) Being overwhelmed by how beautiful my favorite girl is.
And of course, best of all, (4) the life-changing feeling of the Holy Spirit rushing through my soul. Nothing comes close.
So there's nothing inherently wrong with desiring good feelings. It's just remembering that some feelings can never be matched by any others. Those are the ones to desire above all else.