My Bible study group is studying the book of Ruth right now; we're at the beginning, when we know Naomi lost both her sons and her husband, and is returning humbly to Bethlehem. She wasn't exactly chipper. Consequently, the question was presented to my group, "How do you cope when life hands you something difficult?" I, of course, put my anxiety on the shelf and pray about the situation, then continue to face the world with a smile on my face and joy in my heart.
Also, I have a bridge in Brooklyn you may be interested in.
Actually, I confided to my group (and now to you, entire Internet!) In times of difficulty I immediately assume I'm being punished. I would never figure someone else is being disciplined by God when something goes wrong for them, only me! So already my logic is faulty. Also, there's that deep down belief I have that God is a loving God. He doesn't punish us for things like enjoying a glorious day all alone: shopping slowly, eating by myself, and taking a nap (although I did get a horrible stomach flu that very night, so you can see why I would think I was being punished).
Luckily, I have this great technique (if you can call it that). When I start to worry that God is unleashing His wrath on me, I remember, "He is my Father." A parent. A good and loving parent. He works the same way I do but waaaaaay better. My baby might think I'm horrible, and punishing her by taking a fist-sized gumball out of those chubby, little hands, when really I'm doing it for her safety. We are little toddlers; where we see punishment, God sees the danger He is removing to keep us in one piece. And if we are put in "time-out" by our Father it's because our behavior is unacceptable. We wouldn't allow our two-year old continue yanking her sisters' hair, and God won't let us continue our destructive behavior either. He loves us too much for that.