There are consequences to all we do.  The law had two purposes:  to show us what it took to be "holy" and prove to us we couldn't do it, and to show us how to treat each other, most of all God.  The law was for our benefit, for our own good.  Just like when you make the rule that your child is not to touch the stovetop or play with matches.  It is for their own good, and you understand that, but the child does not.  They see it as a mean limiting of their freedom and enjoyment of life.  Anytime we come across something that doesn't let us do what we want, we balk at it.  That is the sin nature in us.  But those things are in place for our benefit, not for our punishment.  There are consequences to all that we do.  When we do good things, often there are good consequences.  But when we do those things we shouldn't there are always negative consequences.  Too often we go our own way, do what we know we shouldn't do, then get blindsided.  At that moment we demand of God "Why did you let that happen?"  Well, you are the one who took the risk!  If you don't want the fallout from your actions, don't do it.  There are times you let your child fall so he will learn not to do that again.  When he comes to a decision involving something much more serious, he will remember how he fell on his face when he didn't listen and will make the right decision.  This only happens if he is allowed to experience consequences in an controlled environment.  That is why parents should discipline their children!!

Once Christ paid the penalty for sin, we no longer have to try to keep the law.  Man never could anyway.  But it is a guideline for us in how to live a godly life, one that is rewarding (in the next life if not this one -- and that is physically, it will be rewarding spiritually in this life) and one that will help keep you living in peace with those around you.  You will stand out to others, and it will give you a chance to share the gospel and love of God with others.