While the pursuit of hedonism is legitimated by neoliberal governmentality, its disciplining and isolating forces prevent individuals from being fulfilled by their pursuit of pleasure. Concomitantly, this hedonism (pursuing pleasure to avoid pain) causes individuals to withdraw from public political life. In this article we argue that, instead of attempting to pursue pleasure through the experience of material comfort, individuals ought to orient themselves towards membership in substantive political associations. Further, we argue that it is through such membership that one can attain genuine fulfilment, while simultaneously reclaiming agency, both on individual and collective terms. Though individuals must be willing to take on the risk of pain, their membership in substantive political associations provides genuine fulfilment, while also allowing for the construction of new worlds through political action.