This ^.
I've never understood lottery winners who say they wish they'd never won and had never been so miserable, blah, blah, blah.
Think about it: you are in a position to do whatever the hell you want with the rest of your life, rather than have that decision forced upon you and/or constrained by your current circumstances. I love my job, but my destiny is in the hands of others - I can't see why having that control back in your own hands is something to be unhappy about?
Depending on how much you'd won, you can set your parents up for the remainder of their lives - that simple act alone would give me more enjoyment than any of the immediate benefits that came my way. I would love to see my parents want for nothing, in return for the love and stability they gave and sacrifices they made for me as a child.
Okay, I guess the biggest problem would be finding something to do with the rest of your days, but compared to life as a wage slave, constantly rising cost of living and some bugger always dipping into your pocket for something or other, that's the kind of problem I'd like to have!