Although there will always be nagging questions about suffering and the problem of evil on a philosophical level (Why does God permit evil?) and a personal level (Why did God permit this evil?), we are given some clear answers in God's word. Why do Christians suffer?
For their own sake--to learn who God is (Psalm 46; Daniel 4:24-37), to learn to trust God (2 Corinthians 1:8-9) and obey him (Psalm 119:67-72), to become more like Jesus (Romans 8:18-29), and to reach maturity of character (Romans 5:3-4; Hebrews 12:1-11).
For the sake of others--that God's people may have courage (Philippians 1:14) and power (2 Corinthians 4:7-12), and bear witness to the grace of God (2 Corinthians 12:9).
For Christ's sake--to identify with Christ (Galatians 2:20), and to share in his sufferings and glory (1 Peter 4:12-16; Philippians 1:29; 3:8-10; Romans 8:17-18; 2 Corinthians 4:17).