Once again, I still think it's related to the difficulty you play (Emperor or Immortal, right?).Again the question comes back to, is that what should happen?
In my last game at King, I had 7 cities founded by myself, about 5 puppets and about 5 annexed cities (so pretty wide). Since about early Industrial I got lazy and switched to automatic citizen assigment in all cities, never locked growth and no public works. I've bought all luxes that I could and used one Great Admiral for luxes. My war weariness got me -15 happiness. However, my happiness was at all times about 50%. Probably, automatic assigment set it up, so citizens prevent just enough unhappiness. I too had built almost all buildings, though. So I had no problem with unhappiness (except maybe in medieval).
So why my happiness situation is so much better compared to yours, despite the fact of you working harder fighting it? I think it's just difficulty. AI has more developed cities in your games, because of bonuses. Try lower difficulty and see if you have the same problem.