Pro 3:11 My son, despise not the chastening of the LORD; neither be weary of his correction:
Pro 3:12 For whom the LORD loveth he correcteth; even as a father the son in whom he delighteth.
Have you ever noticed that when we don't do the right thing, it doesn't turn out all that well sometimes? There's a reason. God has given us consequences that occur when we step out of line with His plan, and for these we should be thankful. Why? Because it can lead us back to God if we are open to them.
Check out this blog entry on artificial contraception. There are consequences to straying away from God's plan for us and His command to be fruitful and multiply. God is in charge of making babies - we are not. And in our awesome worldly wisdom, we've decided our understanding is better and we do not need to consider God in our plans. And we're frequently surprised by the outcome.
What happens when there are no consequences? At church this weekend, find the toddler running around screaming. Most churches have at least one, if not several. Why? There are no consequences for this behavior. The consequences, while unpleasant at the time, would lead to fewer consequences later. The same is true with God. We can be disgruntled about the consequences now, or we can be happy about the impact on the eternal consequences later if we are open to His plan.