The story of Saul is an unbelievable tragedy to me.  He was a man who had so much potential, but he decided to go down a path that was full of pain and difficulty when he decided that his glory was more important that the Lord's.  Really, any time we choose a path that's different than what the Lord has set out for our lives, then we also choose the painful aspects of that path.  I don't mean that God has particularly an incredibly specific path for you, and if you miss it you lose.  I'm really speaking of God's moral will – His moral laws that are set out in Scripture for us.  When we stray from those, they lead to places of pain.  It's not punishment, per se, it's just the place where those paths lead.  Just like driving on the highway will take you somewhere, so will these other paths.  So be careful how you live so that your life doesn't become a tragedy, too.  Choose which paths you will walk down, and make sure you're okay with where they're headed.