Happy in Hope, Patient in Pain, Constant in Prayer
John Piper's sermon Happy in Hope, Patient in Pain, Constant in Prayer reminds us that tribulation, affliction and pain are a predictable and necessary part of the Christian walk.
If you've asked the questions, "Where is God in all of this sin and pain?" or "Why would a loving God allow bad things to happen?" then you need to listen to this sermon.
Another resource is the online version of the book edited by John Piper and Justin Taylor, Suffering and the Sovereignty of God.

