This thesis addresses some of the most important objections to Prudential Hedonism. Prudential Hedonism is a theory of wellbeing⎯the good life for the one living it. Substantively, Prudential Hedonism consists in the claim that pleasure is the only intrinsic prudential good for the subject’s life and pain the opposite. Formally, Prudential Hedonism claims that pleasantness and painfulness are respectively the only prudential value- and disvalue-makers. In Part 1, philosophy of mind, phenomenology and neuroscientific evidence are employed to investigate pleasure’s nature. Normative claims about pleasure have been rejected for lacking a convincing account of what unifies diverse pleasures while still making them good for the one experiencing them. In this Part, I criticise some recent attempts to define pleasure and argue that Non-separatist Phenomenalism––a new theory according to which pleasure is best described as a feeling that might contribute to an experience showing intentionality—is the most plausible theory of pleasure, and one that addresses the extant criticisms. In Part 2, the experimental philosophy on experience machine thought experiments is discussed. These thought experiments are addressed because for decades most philosophers have considered them a knock-down argument against Prudential Hedonism. However, in the last decade, the tides have turned and the strength of these thought-experiments in showing Prudential Hedonism’s falsity has been re-considered. This sea-change is thanks mainly to insights descending from an experimental method. The most recent attempt to revive the experience machine objection to Prudential Hedonism, the Experientially Identical Lifetime Comparison Argument, is considered and dismissed. It does avoid some of the issues raised by the experimental philosophy, but it suffers from a structural problem—the Freebie Problem. This problem is a structural issue that occurs when an argument effectively creates a false choice by unfairly making it irrational to choose one of the options. As such, Part 2 concludes that the experience machine thought experiments, including the more recent versions of them, do not prove the falsity of Prudential Hedonism. In Part 3, the literature on the paradoxical effects of pursuing happiness is critiqued. Philosophical reasoning and psychological evidence are employed to conceptualise the most plausible description and explanation of the Paradox of Hedonism and to identify strategies to avoid Prudential Hedonism’s potential self-defeatingness. A political version of the paradox is also considered, but the Political Paradox of Happiness is rejected as an objection to Hedonistic Utilitarianism and the politics of happiness. Part 3 concludes that the Paradox of Hedonism constitutes a contingent practical problem with no damaging implications for the theory of Prudential Hedonism on an individual or political level. Overall, this thesis concludes that pleasure and pain are still plausible candidates to be, respectively, the intrinsic prudential value and disvalue of a theory of wellbeing. This might have important implications, for example, for some of the latest developments in psychology and public policy that involve the promotion of people’s pleasure.