I agree with Nietzsche’s somewhat vague comparison of Christianity (and religion in its entirety) with nihilism. The only difference is, as you proclaimed, nihilists long for a heaven that they recognize doesn’t exist, as opposed to adhering to blind faith. Nihilism is faithless religion. (That’s a crappy way of putting it and kind of cliche, but you get the point.)
There needs to be a distinction between “sad nihilists” and this new breed of “happy nihilists”. To put it bluntly, “sad nihilists” eventually resort to suicide or the belief in suicide (considering most haven’t the juevos to commit to that philosophy). On the other hand, “happy nihilists” boast a more laid back, Big Lebowski, “akuna matata” attitude.
Now, as for happiness, it is in fact objective; it is the releasing of chemical endorphins in our brains. A “happy nihilist” realizes this. He yearns for numbness and stoicism, and will pretty much cop out to any kind of opiate (religion, heroin, etc.) to artificially induce such so-called happiness. A “sad nihilist”, as you said, concludes that the meaninglessness of happiness is redundant. Therefore, suicide.
It seems that you’re agreeing with Schopenhauer by saying that the will is incapable of ever being satisfied. You forget that the sentient mind that we’ve developed over the past million years is extremely complex. We do carry with us the animalistic primal instincts for dominance and pleasure that seems insatiable, but this drive transcends so many layers of our psyche, that one can spend approximately one life time attempting to appease oneself entirely. What would really be redundant would be to focus on only one “field of dominance”, so to speak, and inhibiting all other passions just because they seem useless.
Existentialists (of which I consider myself to be) understand that meaning, purpose, and reason, do in fact exist; it’s just that they only exist within the faculties of our own minds. One of the very greatest things that distinguishes us from this cold, indifferent Universe, is our innate ability to create value in the face of a blatant lack thereof. But, unfortunately, like any newly crafted clay sculpture, these values begin to harden and become hollow with time.
What makes life worth living is not the accumulation of happiness; after all, what makes happiness so great is that it is fleeting. So, to accrue happiness points over the span of a lifetime eventually inflates the psyche’s ‘economy’ and decreases its value. And now look at you’ve done. You’ve just flooded the happiness market!
Also, I suggest watching this: http://www.gethappy.com/more1.html