I don't know about you, but this is an aspect of Saints' lives that always bewildered me. God made life beautiful, wonderful, and glorious. Why would we want to go through it suffering for His sake? Wouldn't it be better to glory in it for His sake? To appreciate the good, and treasure it for all that it is, the gift God saw fit to bestow upon us? Yes, I know that we will return home to the Father, and we should look forward to that wonderful day, but should we discourteously dismiss the wonderful gifts that He has given us so that we can suffer more? Is that the way we treat the gifts of our human parents? Box them up and ship them off so that we can do without?
Last night in my reading, I stumbled across this reminder, which I recall from reading St. Thérèse, but needed to hear again.
from He Is My Heaven
It is well worth quoting this remarkable letter  in full, if only because of the superb advice it contains. But it also reveals so beautifully Elizabeth's spiritual outlook. It is full of common sense, taking full account of our human weakness and yet at the same time piointng to the heights of holiness. It is completely without self-pity; far from asking "why me?" her utter assurance that she and others are totally loved by God enables her to see purpose and meaning in suffering. But there is no hint of suffering for suffering's sake. Her conversation with Mother Germaine shows the same commonsense approach; if it cannot be avoided, and we have a duty to look after ourselves, then we must use it for his glory. The whole letter is permeated with Scripture, which she mediatated upon and lived. Above all, this was no theory, but only wat she experienced for herself.
As the Buddha pointed out (incorrectly) "All life is suffering." Well, ALL life is not suffering, but even the very best earthly life comes with its share of sorrow, disappointment, and pain. When these cannot be avoided, as Blessed Elizabeth and a great many other Saints teach, they should be embraced and offered up to God. What a great common-sense approach to things.
We will suffer. That is a given. There isn't a single human being who has ever lived that has not suffered. However, we suffer even more when we try to avoid the reality of suffering and spend our time complaining about it and trying to find extraordinary means of fleeing it (drugs, alcohol-abuse, etc.). If there will be suffering, then it seems better to accept this as part of what has come from God to us--a kind of bitter-sweet gift, and offer it back to Him as a share in His own suffering from us.
So when we read about suffering in the Saints, keep this in mind. Most were probably not masochists, but recognized the wonders and the beauties of life. But they also recognized that suffering is the human lot. If it is to happen to us anyway (even after we have taken pains to avoid it) than the best we can do is to offer it back to Jesus after we have cherished it. Rhonda Chervin has a book that examines this called A Kiss from the Cross. One important point to remember is that we needn't go out of our way to make ourselves suffer--this I suppose would be a sin against God's goodness. We have enough suffering in life that we needn't make more for ourselves or for others.
God loves us. Suffering is a fact of our mortal bodies and a consequence of the fall. By accepting that lot and offering it back in some sense we help to redress the upset in balance that resulted from the fall.
And small acts of mortification, small deprivations of God's goods also help us to acknowledge that God is more important to us that these lovely baubles that surround us. Giving up what is good and right for a time, as we do in Lent, we experience some part of that "suffering." If we are "using" it wisely, we are allowing it to change our hearts and our lives so that they are more closely aligned with God's Heart and His vision for our lives.
Suffering is not purposeless, it reminds us of the transcience of the present world, and it acts like a cattle prod to keep our feet moving on the path toward holiness.