Material sense pleasures are due to the contact of the material senses, which are all temporary because the body itself is temporary. An intelligent person is not interested in anything which is temporary.
Here, in the material world, everything is but a mental concoction that will never give us real happiness. The actual form of life for the living entities is one of spiritual happiness, which is real happiness. This happiness can be achieved only when one stops all materialistic activities and practices Krishna consciousness.
One should cease from materialistic activities and take up spiritual activities. Then the solution to the problem will be achieved. Spiritual activities are activities performed according to the order of Krishna. If one does whatever Krishna says, his activities no longer remain material. By spiritual activities one becomes eligible to go back home, back to Godhead, and then enjoy blissful life eternally.
If we become fully Krishna conscious, taking complete shelter of the Lord, there will be no scarcity of pleasure, because the Lord is the reservoir of all pleasure, and His devotees freely move within that reservoir.