Why does God often permit his children to suffer in this world more than the wicked? Jesus said:


  Are not two sparrows sold for a penny? Yet not one of them will fall to the ground outside your Father’s care. And even the very hairs of your head are all numbered. So don’t be afraid; you are worth more than many sparrows. (Matthew 10:29-31, NIV)


If it is true that God even loves a sparrow and nothing can happen under his all powerful hand without his consent, why does God allow the great injustice of the wicked prospering while his dearly loved often suffer in this world?

How does the Christian view reconcile the sufferings of a Job with the gentle care of a sparrow?
I guess I'd question whether or not God's children really do suffer more than the wicked.  We all suffer in this world, and while some Christians suffer horrific things, so do non-believers.  But assuming the premise is true...

This is one of the great philosophical questions to which there are many answers given.  There are several possible reasons for any given instance of suffering, which all add up to suffering as a whole.  The final answer is "because it serves God's purpose", but since that seems unsatisfying, let's look at a few other things.

The first things to point out is that God never promised that Christians would not suffer.  In fact, He promises the exact opposite.  There's a tract that I like that expands on this concept here.

Small excerpt:


  It is true that God loves you, but you decide if His plan is
  "wonderful." If you have heard that happiness comes through Jesus
  Christ, you may like to think again. The first thing Jesus said of the
  Apostle Paul (who wrote most of the New Testament) was that He would
  show him "how great things he must suffer for (His) name's sake.1
  Three times Paul was beaten with rods, once he was stoned, three times
  he suffered shipwreck, a night and a day he spent in the sea. There
  were times when Paul was so unhappy, he wanted to die.2
  
  The Bible says, "All who live godly in Christ Jesus shall suffer
  persecution."3 It says we enter the Kingdom of God through much
  distress,4 and that we were appointed to afflictions.5
  
  Jesus said if we followed Him we would be reviled, persecuted, hated,
  and all manner of evil would be said against us falsely, for His sake.
  He warned that we would have to take up our cross daily, deny
  ourselves and follow Him, saying, "In the world you shall have
  tribulation," and even that we may be called to die for our faith.6


So, what purpose could suffering possibly serve?

From many sermons I've heard on the subject, here are a few:


To teach us to rely more fully on God.
To correct wrong behavior.  He loves us and chastens us when necessary.
To test our faith
To prove our faith
To show us how He can overcome obstacles if we rely on him (strongly related to the first point)
To show non-believers that He can overcome all obstacles
To give us an opportunity to witness to others by showing them the peace and joy in Christ that survives through persecution
So that we can more effectively offer comfort to others going through the same thing - to make us better ministers and evangelists.
To refine us


I'm sure there are others, but this will do for a start, and again, remember that God didn't promise an easy life. He promised trials, suffering, and tribulation, and the one thing we can be sure of is that it serves a His perfect purpose, which isn't always apparent to us.

As for why Christians would suffer more than the unsaved, we can look to Hebrews 12:5-11


  5 And ye have forgotten the exhortation which speaketh unto you as
  unto children, My son, despise not thou the chastening of the Lord,
  nor faint when thou art rebuked of him:
  
  6 For whom the Lord loveth he chasteneth, and scourgeth every son whom
  he receiveth.
  
  7 If ye endure chastening, God dealeth with you as with sons; for what
  son is he whom the father chasteneth not? 8 But if ye be without
  chastisement, whereof all are partakers, then are ye bastards, and not
  sons. 9 Furthermore we have had fathers of our flesh which corrected
  us, and we gave them reverence: shall we not much rather be in
  subjection unto the Father of spirits, and live? 10 For they verily
  for a few days chastened us after their own pleasure; but he for our
  profit, that we might be partakers of his holiness. 11 Now no
  chastening for the present seemeth to be joyous, but grievous:
  nevertheless afterward it yieldeth the peaceable fruit of
  righteousness unto them which are exercised thereby.


Just one final thought on the subject:


  Romans 8:28 (KJV) says
  
  And we know that all things work together for good to them that love
  God, to them who are the called according to his purpose.


This does not mean that all things by themselves are good.  It means that He causes all things to result in a good end.  Kent Hovind uses an example to illustrate.  (Paraphrasing):


  Suppose you were hungry and I offered you a cup of lard.  No?  O.K., 
  How about a couple of cups of flour.  No?  Some raw eggs?  No? 
  Supposed I mix them all together and make pancakes.


Suffering should not be something that destroys our faith in God.  If we are truly His, it will strengthen our faith and relationship with Him.