I don't know whether they were 'happy' but quite a few Roman slaves, especially those who had valuable skills, were often able to have lives of secure contentment in conditions far, far better than many free-born (yet still dirt poor) citizens.
For example, Marcus Tullius Tiro, the personal slave of Cicero, was intelligent, educated ... and competent and trusted at managing his master's domestic and financial affairs. Cicero mentions him frequently in his writings and their relationship, while always cordial, at times seems to be one almost of friends. He was given his freedom in 53BC but still accompanied Cicero to his govenorship of Cilicia. Tiro was wealthy enough (through money earned as a slave and freedman, as well as bequests from Cicero) to be able to purchase a country estate near Puteoli where he lived out his retirement publishing his former master's collected works and writing numerous books of his own. It is also worth noting that while the 63 year old Cicero was brutally murdered on the orders of Mark Anthony - his head and hands cut off, and nailed to the Rostrum in the Forum Romanum - Tiro died peacefully on his estate at the ripe old age of 91.
Similar examples might be the emperor Claudius' secretary, the freedman Pallas, and Julius Caesar's secretary ... Ponsa was it? Indeed wasn't the majority of the 1st century Imperial 'civil service' comprised of slaves and ex-slaves ... all doing very nicely for themselves while remaining carefully aloof from the dangers of politics, senatorial intrigues and Imperial proscriptions? It was always the noble senators, their family and friends that actually got the chop ... very rarely was it the senator's current or former slaves.