Christians....advice? Im just on the point of giving up being a Christian, HELP?

I'm sick of it, i try live how the bible says, pray, read the bible, know lots but none of it can bring me to a relationship with God, it sucks and is pretty depressing, it fells like ill be waiting until the day i die, living a life without all the fun things i could be doing if i wasnt a chrsitan, like whats the point of me being loyal and faithful when all i get is spat in the face BY GOD!