I have never thought of Elrond having such a terrible life. But, yes, that is all quite true. By the end he was basically alone, except for (I would think) the sons. But were always off in Middle-earth traveling around assisting with the conflicts surrounding the Ring. So he must have not seen them that much.
Turin though, he did not have it good. It was nice that he slayed the dragon, but having the Curse of Morgoth on him (and what happened to him after) would never have been a good thing.
But then I also think that Galadriel had quite a hard time just because of everything she had seen and been through during her very, very, very long life. Basically for her everything had gone downhill from the first time she awoke, and then of course she also shared the sorrow of being a ringbearer. And all of that can never be good.
I don't think though that Luthien exactly had the most sorrowfilled life. She got what she wanted, and had the most joyful of joys because of it. Though she did have to go through a lot to get there, and of course lose her immortality because of it.
I guess we can assume from all of this that it was pretty hard being an elf in Middle-earth
