As I've become more successful, I've had similar problems. It's tempting to think "yeah just more money and I'd be happy". Instead, what has made me happy is much cheaper: general learning, and developing new physical skills. As my coworker put it, "I don't collect things or experiences, I collect hobbies".
If I had to pick a celebrity that seems to do this well, I'd pick Jay Leno (granted there's a lot of criticize him elsewhere, so maybe don't nitpick here). Watching him talk about his cars: restoring them, working on them, preserving them, trading, while ignoring a lot of other celebrity pleasures.
Finally, the other thing that has been extraordinarily gratifying is old fashioned advice: Live below your means. This by gives me more satisfaction than anything else and I'm not really sure why.