Question:

If God knows the future, why does He let us go through all of this pain?  Why doesn’t He just destroy those who go against Him?

Where would He draw the line?  Where is the man, woman, or child in this world who has never gone against Him?  Every time we exert our own will in opposition to God’s will, we are, in essence, pushing Him off His throne and putting ourselves there instead.  Every one of us fully deserves to be destroyed (Romans 3:23; 6:23).  Furthermore, God uses the innate wickedness of certain people to test and chasten His children.  For example, King Nebuchadnezzar, who wickedly threw Shadrach, Meshach, and Abednego into the fiery furnace (Daniel 3:19-21), is referred to elsewhere as a servant of the LORD, permitted to chasten the children of Israel because of their departure from the LORD (Jeremiah 25:4-9).  Note also that in the end, Nebuchadnezzar himself was drawn to acknowledge and worship the God of Israel (Daniel 4:37).