The teenagers in my First Year Confirmation religious education class often come with a chip on their shoulders toward God. It nearly always come from what they perceive as unanswered prayers. They have yet to realize that "no," "wait," and "let's substitute an answer other than what you specifically asked for" are all answers to prayer.
In explanation of what appear to be "no" answers, I suggest the following possibilities:
(1) sometimes if God were to give us what we ask for, God would be interfering with, walking back, or setting aside the system of free will and genetic selection that He put into action centuries ago;
(2) God's love for us is separate from what God does for us and so our love for God should not be contingent upon whether He answers our prayers the way we expect or at all;
(3) sometimes we do not see the answer to prayer because it was not the one we expected;
(4) sometimes what we ask for is not in our best interest (good parents also say "no" to their children when kids ask for something that is bad for them or dangerous).
Sometimes these explanations work. Other times, though, a teenager is really angry at God about something bad that has happened that he/she believes that God should have prevented. Last year, for example, one lost a cousin and the other a classmate in car accidents. They wanted to know why God "took" or "killed" their relative and friend. Obviously, God did not go out and kill these chldren. They were taking risks and lost; God simply did not intervene.
So, readers, what have been your experiences? How have you explained such things to your own children, or, if you are a catechist, to the children you teach? I would love to have additional insights.