I think being smart does make you sad in a way. so many people have hope, but for the wrong reasons. all evidence we find tells us that we are in a universe dictated by a set of mathematical laws that basically has nothing to do with us. Our science tells us that we aren't really that special, in fact, we are the product of the very same mathematics that drive the universe, and any idea we have in our heads in regards to being conscious is wrong because it's our thoughts that drive us, thoughts that draw associations from past experiences which determines our preferences for this or that, and without these memories, we have no preference. The slate is clean, and we lose our Humanity.
So if we can lose our memories, and lose our preferences, and if we know that our brains themselves are literally nothing more than biological machines, we can conclude that we don't exist, and that life is pointless, and that I might as well just play life like a high-res video game, and do my best to take over the moon with my software company.
Why think like that? Why not have a family, and enjoy the drama of Human relationships, or why not allow my ego to get caught up in the worship of a loyal dog, or perhaps why not allow myself to succum to carnal desires? Because this entire planet is filled with biological machines who are just like me. The only difference is that they delude themselves into thinking their life has meaning. They allow their animal minds to be manipulated by their hormones, to be drugged with dopamine into raising a half-clone of yourself, and for what reason? I see things too differently to live that way.
Instead, I'm going to just find ways to make things interesting. I really like science fiction. If I can get a base on the moon, and get these Human animals into space, imagine the diversity that evolution would brain fourth. In a couple million years, the whole galaxy will be full of interesting drama. 10 generations from now, kids could be growing up dreaming to be space marines, or space ship pilots. These are realities that Humanity of the future can experience, and if I'm correct, and "consciousness" is of one entity, then I'm doing my future self a favor. 
That goes for technology too. It's dumb that you have to be so diligent to be a programmer. So much Human creativity is wasted because in order to be a programmer, you have to write perfect syntax. This requires programmers to be more like mathematicians than creative engineers. I can see right now literally lots of ways in which systems could be developed to allow non-programmers.. program. It's not a question of if it can be done, it's a question of.. who's going to do it? There are so many little problems like this that need to be solved for Humanity So many ways in which technology can make life more interesting, and that's another thing I think my little tech company could do in the future!
So yeah... as a self proclaimed smarty, I am depressed. Life is pointless, I'm surrounded by idiots, and capitalism requires a bit of luck. But whatever. over all, it's not bad. I do like stories, and the story of Humanity is just beginning. There is lots of pages I can contribute! As long as I can keep that feeling, the depression is kept at bay I think. 