Do the characters in my head count? Like, characters from stories I'm writing and what not, because if so, then yes, all the freaking time. I'm an escapist, always daydreaming and what not, but that doesn't mean I can't be happy in real life though. I have a decent balance I guess.
Whenever I see a happy couple, sometimes I wish that I was in that relationship, especially if one of them is someone I like. But, then I remind myself that that's not how it is, or how it ever will be, and I stop dreaming.