He didn't look happy to me... more like stunned and worried.
I believe that Grima comes to hate Saruman in the book
I agree with you there...
'The murderous rogue!' cried Éomer. But Gandalf was unmoved. 'No, that was not thrown by Saruman,' he said; 'nor even at his bidding, I think. It came from a window far above. A parting shot from Master Wormtongue, I fancy, but ill aimed.'
'The aim was poor, maybe, because he could not make up his mind which he hated more, you or Saruman,' said Aragorn.
'That may be so,' said Gandalf. 'Small comfort will those two have in their companionship: they will gnaw one another with words. But the punishment is just. If Wormtongue ever comes out of Orthanc alive, it will be more than he deserves.'
Of course, he did come out alive... and in the end, it was poor old "Worm" who cut Saruman's throat, after the Scouring of the Shire. Since the Scouring supposedly isn't in ROTK, it makes me wonder what Grima's end will be in the movie.