dlthomas comments on Be Happier - Less Wrong
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I've commented on this research before. In short, while it's plausible that I may be less happy with purchases made via comparison shopping, I'm overall less happy with the world where I don't do comparison shopping.
Better still might (mind you, I said "might") be trading with someone else you trust - you do the comparison shopping for them, they do it for you, after communicating your criteria. That way, you get the best option available (or something reasonably close to it) while not eroding your satisfaction with thoughts of what could have been.