Do we need to be selfless to be happy? Is religion the only real way to achieve that goal?

I was listening to BBC Radio 4 a few weeks back. The Dalai Lama was talking about 'self-centredness' and how generally people who are self-centred tend to be more susceptible to depression. He went on to encourage everyone to believe in a religion, any religion, because they all have something in common. They all encourage 'self-lessness' and that can only be a good thing, right?

What do people think?

Regards, Sam