Assumptions

"Surely God does not reject a blameless man
or strengthen the hands of evildoers."
~ Job 8:20

Sometimes your assumptions about God are wrong. Bildad's assumption was wrong. God did reject a blameless man. Job was blameless, but God let Satan try to make him fall. God rejected His own perfect Son. A common assumption is that God never lets harm befall His children. But He does. He has a plan in all of this, though.
     And we know that in all things God
     works for the good of those who love
     Him and are called according to His
     purpose. ~ Romans 8:28
I don't always know what is best for me, but I frequently think I do. I am often goal focused; I think that God wants a certain thing for me and that He will take the most direct route possible to get there. But the journey is every bit as important as the prize. The direct path may not be what is best for me.
If you feel like God has let you down, question your assumptions and be aware that God's plan may not be what you think it is.