Meant to post this last week, but couldn't really find the time to.. Pity, cause can't remember things so clearly by now.. >.<
Anyway.. There is joy, happiness and pleasure. The distinction between them, I would say, is not really sharp - in that everyone who "experienced it will want it again".
True, this is language and depending on how we use the word, the word will have different meanings. This is not to say that it just depends on the definition - there is only so far that we can define things. Joy, pleasure and happiness certainly have some shades of difference.
Usually, I like to think of happiness as a state of emotions, joy as a state of mind. So it is like, "I am happy" or "I feel happy" as opposed to "I will be joyful". Those who "went away rejoicing" were, in my terms, happy. But those who "rejoice in the Lord always", and those who "Consider it pure joy.." are in my terms joyful.
Now, I think this distinction may be important because we can somewhat control our state of mind much more easily than our state of emotions. Everyone would feel sad about failure, loss and all kinds of negative things. And certainly we should. It is right to mourn (for a time) for a loss. But thanks be to God, even in our feeling of unhappiness, we can have joy. We can hope in our Lord... we can look for treasures, lessons to learn and so on..
Pardon me if I am difficult to comprehend. I can only write as much as I understand, and there are gaps in my understanding.
Of course, there are links between the 2. If we would be joyful at nothing, then nothing can make us happy. And if we decided to be joyful, even if the sorrow does not disappear, the unhappiness may no longer be so severe.. I do believe in the idea that what you think affects what you feel to quite a significant extent. But not totally. Emotions.. cannot always be controlled.
If we are happy because situations are good, let us not mistaken it for joy. And if we are unhappy because of lousy situations, let not our sorrow be our condemnation - what matters more is our response to it.
Er.. hope this makes some sense :P