Is maximizing one's well-being or doing research on ways to improve one's well-being in any way sinful in Islam?

All perfect praise be to Allaah, The Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad is His slave and Messenger.

Allaah conferred his favors upon His slaves by the good things that He created for them and which they find pleasure in. Allaah says (what means) {It is He Who created for you all of that which is on the earth. Then He directed Himself to the heaven, [His being above all creation], and made them seven heavens, and He is Knowing of all things.} [Quran 2:29]

As-Sa’di said in his Tafseer (exegesis), “It means that He created for you as kindness [from Him] to you and mercy all that which is on the earth, [for you] to benefit, enjoy and ponder. This verse is evidence that in principle all things are permissible and pure, because they were mentioned in the context of conferring favors…” 

Therefore, a Muslim may enjoy whatever he wishes of the good and lawful things of this worldly life, such as food and drink, clothing, and so forth, as long as he does not reach the level of extravagance and squandering and provided that this does not lead him to become heedless of Allaah and incur His Wrath. Allaah says (what means): {Say, "Who has forbidden the adornment of Allaah which He has produced for His servants and the good [lawful] things of provision?" Say, "They are for those who believe during the worldly life [but] exclusively for them on the Day of Resurrection." Thus do We detail the verses for a people who know.} [Quran 7:32]

‘Abdullaah ibn ‘Amr narrated that the prophet said, “Eat and drink, give charity, and wear clothes, as long as that does not involve any extravagance or vanity.” [Ahmad in his Musnad - Al-Albaani graded it hasan (good)]

Also, ‘Aa’ishah narrated that the Prophet liked sweets and honey. [Al-Bukhari]

Ibn Hajar said, “Everything that resembles sweets and honey is included in the meaning of this hadeeth from the types of delicious food...”

The point is that there is nothing wrong for a Muslim in leading a luxurious life and spending sufficiently on himself and his family and dependents if he is moderate and avoids the Islamic prohibitions of being extravagant and the like.

It should be noted that extravagance differs in its limits from one person to another; what is extravagance for one person is not considered thus for another person.

Shaykh Ibn ‘Uthaymeen was asked:

“A man bought a garment for 300 riyals while there is another garment of nearly the same quality for 50 riyals; would this not be extravagance?”

He answered: “Extravagance means ‘exceeding limits’, but people differ. A man who has millions of riyals may buy it [the garment] for 300, and it is not said that he is extravagant; but a man who is indebted and who does not even have what he needs to spend on his family, then we say that he is extravagant [if he buys it for 300]. So extravagance means ‘exceeding limits’, and people differ in this regard.”

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Allaah knows best.