But the latest research from the University of the Bleeding Obvious says not saying it at all makes you feel better about yourself.
Apparently, continuing to insist you're innocent and getting away with a lie gives you a little thrill, whereas admitting a mistake makes you feel, well, like you were wrong.
Well done, science. You've amazed us all again.
And what's more, you've missed the point.
Because the issue isn't that it's no fun saying sorry, that you feel rotten and sad and wish the ground could open up and swallow you. It's that people who don't say sorry are psychopaths.
It's because they don't want to face up to their errors and basic human failings that cheating husbands like Chris Huhne lie, lie and lie again until they are caught out and forced to admit what their wife is going to go spare about.
She's going to be able to work out you lied whether you admit it or not; just spit it out and have done.
It's why people who've had affairs and broken up families to satisfy the urges of their limbic system, without the least bit of compassion for the partners, siblings, children and in-laws who all feel betrayed, do not want to think about that and instead utter trite little phrases like 'you can't help who you fall in love with'.
You can, dears, otherwise there wouldn't be a programme called 'The Undateables' on Channel 4.
It's the failure to confront the wreckage left by a lie that means Mr Huhne sends texts to his son wishing him his luck in his exams and gets "I hate you, so f*** off" in reply.
Huhne's response wasn't 'oh God, what have I done, I'm sorry son'. It was: "I hope that the passage of time will provide some perspective." It's his boy that's in the wrong, as far as Huhne is concerned.
That's the same attitude which enabled Justin Bieber's spokesman to blankly deny he had groped a young female fan in the face of all evidence to the contrary.
It's the fault of the girl for standing in the way of his hand, or the journalists for interpreting a brush-past as a fondle, you see. It's certainly not an 18-year-old lad with ordinary hormones and an extraordinarily narrow life doing something stupid he should apologise for.
Today a report into up to 1,200 unnecessary deaths and thousands of mistreated patients at Stafford Hospital made 290 recommendations about how to stop it happening again. It didn't say who was to blame, and while the trust which runs the hospital has apologised the people who ran it while its patients were left lying in their own faeces and drinking water from vases have not.
The former chief executive refused point-blank to give evidence. Worse, many are still working with sick people.. Tell me that doesn't take a psychopath.
Last night in Parliament hundreds of our elected representatives voted on whether gay people had the right to get married. Beforehand there was a debate which they could not all be bothered to take part in, during which MPs on both sides argued for or against the change.
No-one, not one person, listened to what anyone else was saying. No single MP stood up and said: "I've heard your argument, and I can see your point of view."
More importantly still, those MPs who said the arguments for equal marriage were due to lobbying from a minority have not looked at the crushing 400 votes to 175 and said: "Oh. Seems we were wrong."
What science has today proven is that some people think better of themselves if they don't say sorry. Science has not gone one step further and correlated this with the presence of empathy, personal levels of happiness, or whether such people are considered by everyone who knows them to be a dickhead or in need of serious therapy.
Because while it's hard to say sorry when you're the sort of person who never says it at all, most of us only need to say it once to realise it's a good idea.
Firstly whatever you're going to apologise for is already known about. You're not putting yourself in the doo-doo here - you're in it already, and the only thing to decide is how to handle it.
Secondly putting your hands up and saying 'my mistake' earns you points. In a world where fewer people seem to bother these days to consider the people around them, you earn more. The people you apologise to will be happier with you, less angry, and more impressed.
Thirdly, and most importantly for scientists at the University of the Bleeding Obvious who I hope will be looking at this next, you might feel bad for a bit but afterwards you will feel an awful lot better. You don't have to invent new lies, you don't have to worry your wife is emailing a journalist, you don't need to wonder if the gay mafia will put a pantomime dame in your bed.
Because once you say sorry, you can move on. They can move on. The world will turn in a forward motion rather than grind its gears to and fro until the stupid spanner gets spat back out of the works.
If your own life hasn't proved this to you already, then the cases of Chris Huhne and Stafford Hospital, and the gay marriage debate, show as clear as day that a failure to say sorry is also a failure to be basically human. To see sense, recognise the truth, and rise above our mistakes.
Perhaps the rest of us it would find it easier if people in public life said sorry more often. Sorry to the people they hurt, sorry to the people they bullied, sorry for the lies they told to protect their reputations.
But if truth be told they already set us a fine example - of how not to do things. Thanks to Huhne we know it's best to take the speeding points, and steer clear of affairs. Thanks to our MPs we now know how many of them are blinkered zealots of one kind or another. And thanks to the deaths and suffering at Stafford Hospital we know patients are being betrayed by targets and cutbacks.
And we also know that if you don't say sorry at the start, you'll be a lot sorrier by the end.
Only a psycho would think otherwise.