While it's impossible to say which will be a happier way of life for each individual, I would say that on average, those that are married are happier. Life in a marriage generally consists of also raising a family. Having a good relationship and working together to raise a family is probably the single most challenging, but rewarding experiences a person can have.
As a married person, with the grass always being greener on the other side, I am going to say that single people have the happier life. Marriage is hard work and the idea of marriage that fairy tales try to present us with simply does not exist. Stay single ladies. When you are single you can do whatever you want whenever you want to do it. You don't have to answer to anyone. I greatly miss those days!