Why do people want what they don't have now? There are many examples of people wanting what they don't have. For example, a single man may want to have a girlfriend, but after some time of having a girlfriend, he may want to be single again. Or for example, people in the city may want to live in the village and villagers may want to live in the city.

What causes individuals to desire  something they don't have and once they have it we desire to have something else -- or something which we left behind a while ago -- again?
This is more along the lines of novelty.

As you mentioned, once you have it, you want something else you don't have and on and on and on it goes.

Reason being, once a subject acquires the object longed and desired for, the novelty level within the subject is diminished and must be refilled.

To be more specific, what needs to be refilled is dopamine. Novelty produces dopamine and dopamine is well know as the brain's fuel driving satisfaction. So remove that and guess what your going to try to reproduce?

Check out:  


Satisfaction: Sensation Seeking, Novelty, and the Science of Finding True Fulfillment 
What Does “Novelty” Mean?
Is Happiness Having What You Want, Wanting What You Have, or
Both?