SB 4.25.4

śreyas tvaṁ katamad rājan
 karmaṇātmana īhase
duḥkha-hāniḥ sukhāvāptiḥ
 śreyas tan neha ceṣyate
Word for word: 
śreyaḥ — ultimate benediction; tvam — you; katamat — what is that; rājan — O King; karmaṇā — by fruitive activities; ātmanaḥ — of the soul; īhase — you desire; duḥkha-hāniḥ — disappearance of all distresses; sukha-avāptiḥ — attainment of all happiness; śreyaḥ — benediction; tat — that; na — never; iha — in this connection; ca — and; iṣyate — is available.
Translation: 
Nārada Muni asked King Prācīnabarhiṣat: My dear King, what do you desire to achieve by performing these fruitive activities? The chief aim of life is to get rid of all miseries and enjoy happiness, but these two things cannot be realized by fruitive activity.
Purport: 

In this material world there is a great illusion which covers real intelligence. A man in the mode of passion wants to work very hard to derive some benefit, but he does not know that time will never allow him to enjoy anything permanently. Compared with the work one expends, the gain is not so profitable. Even if it is profitable, it is not without its distresses. If a man is not born rich and he wants to purchase a house, cars and other material things, he has to work hard day and night for many years in order to possess them. Thus happiness is not attained without undergoing some distress.

Actually, pure happiness cannot be had within this material world. If we wish to enjoy something, we must suffer for something else. On the whole, suffering is the nature of this material world, and whatever enjoyment we are trying to achieve is simply illusion. After all, we have to suffer the miseries of birth, old age, disease and death. We may discover many fine medicines, but it is not possible to stop the sufferings of disease or death. Actually, medicine is not the counteracting agent for either disease or death. On the whole there is no happiness in this material world, but an illusioned person works very hard for so-called happiness. Indeed, this process of working hard is actually taken for happiness. This is called illusion.

Therefore Nārada Muni asked King Prācīnabarhiṣat what he desired to attain by performing so many costly sacrifices. Even if one attains a heavenly planet, he cannot avoid the distresses of birth, old age, disease and death. Someone may argue that even devotees have to undergo many distresses in executing austerities and penances connected with devotional service. Of course, for the neophytes the routine of devotional service may be very painful, but at least they have the hope that they will ultimately be able to avoid all kinds of distresses and achieve the highest perfectional stage of happiness. For the common karmīs, there is no such hope because even if they are promoted to the higher planetary systems, they are not guaranteed freedom from the miseries of birth, old age, disease and death. Even Lord Brahmā, who is situated in the highest planetary system (Brahmaloka), has to die. Lord Brahmā’s birth and death may be different from an ordinary man’s, but within this material world he cannot avoid the distresses of birth, old age, disease and death. If one is at all serious about attaining liberation from these miseries, he must take to devotional service. This is confirmed by the Lord Himself in Bhagavad-gītā (4.9):

janma karma ca me divyam
 evaṁ yo vetti tattvataḥ
tyaktvā dehaṁ punar janma
 naiti mām eti so ’rjuna

“One who knows the transcendental nature of My appearance and activities does not, upon leaving the body, take his birth again in this material world, but attains My eternal abode, O Arjuna.”

Thus after attaining full Kṛṣṇa consciousness, the devotee does not return to this material world after death. He goes back home, back to Godhead. That is the perfect stage of happiness, unblemished by any trace of distress.