There's a big problem with what you're saying though. "I feel like I want revenge, and I feel like I would feel better if I had it". But that's just your prediction about your future state. It doesn't mean you actually
would feel better. You can be wrong about how something would make you feel.
So yes, we need research to tell us if our predictions about how we would expect to feel are true. I don't know what research crashfrog was referring to, but here's what I found after a (very brief and superficial) google.
The American Psychological Association's
section on vengeance discusses a study from 2008 in the
Journal of Personality and Social Psychology (Vol. 95, No. 6). Two different groups were given a game to play, with one of the participants being a stooge. They all had to select how much money to invest, and then a profit would be shared out equally. If everyone invests equally, everyone gets the same, and everyone's a winner. However, if someone cheats and invests less, they still make just as much money, but piss everyone else off.
The stooge in each group convinced everyone to invest equally, but then when the time came to play went back on their word and cheated everyone else - pissing them off. Some groups were given the opportunity to get revenge, some weren't, then at the end they were quizzed on their moods.
Understandably, the revenge group said they felt better than if they hadn't been allowed to seek vengeance, whilst the no-revenge group said they would have felt better if they'd been allowed to take revenge.
However, if you compare the actual reports of how the two groups felt, the no-revenge group reported feeling better than the revenge group did.
I don't know if this experiment is representative, but this one at least suggests that we people are wrong about how they think vengeance will make them feel.
That's why we have science, Chuck. You can't just trust your intuition to be correct all the time.