According to this New York Times science article, some studies have found correlations between self-control and religion. That is, religious people have more of it. And this is not the case for someone who just goes to church for the prestige or some other extrinsic motivation, or for people who are "spiritual."
I must say, this sounds true to me. From the age of 15 til about 23 I went to a somewhat strict church, and for most of that time this church followed the Old Testament laws. In other words, we kept the Jewish holidays and food laws (though sometimes interpreted a little differently.) For about 7 years I didn't eat pork or shellfish, and I kept the Sabbath from sundown on Friday to sundown on Saturday.
While I don't have any sort of organized religion in my life anymore (and that church underwent a radical change to become more mainstream--in a good way), I don't regret the years I spent following strict rules, which I had internalized and believed in. Because what I walked away with was this value: That if you really believe something is true, then your only moral choice is to follow that to the best of your ability. It's what I think of as integrity: The disparate parts of my life need to be brought in line with my core beliefs.
So I agree with the author and scientist in this article, that you don't need to be a church goer, or believe in God, in order to have self-control. But you need (to quote the article) to give "your personal goals an aura of sacredness." Which doesn't mean you can't challenge and question what you believe, but in the meantime, you actually practice what you preach.
And in the end, I think this lends you a certain sort of happiness or sense of peace, because you feel comfortable in morally ambiguous territory, and content that you're doing your best to live life the way you think it ought to be led.
...And that's the word. Yo. [Because White People Life self aware hiphop talk.]