Why Do Bad Things Happen To Christians?

If Christians are God's own people, why do bad things happen to them?  Wouldn't He protect them?  

There is an underlying assumption in this question that we need to address.  This question assumes that the reason Christians worship God is to get good things in this life.  

If this is why you chose Christianity, then I'm afraid you have the wrong religion.  There were and are plenty of alternative religions/worldviews that are focused on making this life better.  Perhaps one of these will be more to your liking.  

I and others worship the Christian God because He is the true God - even if that means we don't like everything that comes as a result.  

Remember, it was Jesus who said that if anyone wanted to be his disciple, he should take up his cross and follow him.  For the record, cross = death by torture.  Now, most of us will not have to go through anything like that, but I think it is a little difficult to take that statement and turn it into Christianity = easy life.  So, when bad things happen, while they may be unpleasant, they are, at least, expected. 

However, this life isn't the end.  It is only the beginning.  And, if your life involved suffering because you "took up your cross" and followed Jesus, then your next life will be very different.