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Happiness when you have many cities and want to keep expanding is a tough stat to maintain in Civilization V. Here are some things that will help you keep the happiness level of your Civilization in the positives. Remember, it's best to have a clear plan on getting these resources, buildings or social policies as early as possible, because taking over or building a new city generates a lot of unhappiness. So make sure you can build some of these buildings before you expand your empire too much.

Unique / Luxury Resources give +5 happiness each. Try to scout early and find these, they are very valuable not only for the added happiness, but for trading with other civs for their own unique resources as well.

Buildings that increase happiness:

Circus (if you have Iron and/or Horses nearby)
Colosseum
Courthouse (eliminates unhappiness from occupying a city)
Theatre
Stadium

The Burial Tomb, a unique building for the Egyptian civilization increases happiness as well.

Wonders that increase happiness:
Eiffel Tower
Notre Dame
The Hanging Gardens


Social Policies that increase happiness:
Legalism (Tradition)
Meritocracy (Liberty)
Military Caste (Honor)
Piety
Theocracy (Piety)
Cultural Diplomacy (Patronage)
Protectionism (Commerce)
Humanism (Rationalism)
Freedom
Planned Economy (Order)
Police State (Autocracy)