...I love putting my characters through hell. Although I do like to give them appropriate triumphs to balance it, that's my consolidation for the hell they go through. But as was mentioned earlier, characters won't grow and become interesting unless you put them through the wringer sometimes, and you wouldn't have a story.
For example, take my character Dominick. He starts out as an insecure, although mouthy, teenaged geek. He ends up as a highly dangerous demon lord. The path wasn't all sunshine and roses--there were a lot of severe bumps and setbacks along the way. If I did any less, he would simply be unbelievable (or a psychopath). The harm that was done to him was necessary to make the correct changes in his personality for the story to work.
I guess it helps that I'm a surviver-type myself; I'm patient enough to know that "all things must pass" with time. So my characters stick it out with me, knowing I plan some pretty awesome things for them in the future.