dc – 98 chars
$ cat happyprimes
[happy][sad]?dsI[[I~d*rd0<H+]dsHxd4<h]dshx[r]sr1=rP[ ][ non-]_1lI[1-d2>rdlIr%0<p]dspx-2=rP[prime]p
$ echo 1 |dc happyprimes
happy non-prime
$ echo 139|dc happyprimes
happy prime
$ echo 2 |dc happyprimes
sad prime
$ echo 440|dc happyprimes
happy non-prime
$ echo 78 |dc happyprimes
sad non-prime