Most people who get what they want with no effort are usually very unhappy, and certainly never appreciate what they have. They are usually shallow people who have a wide circle of friends who are not really friends, look at some examples, Mariah carey (Head all messed up), Paris hilton (Everything messed up), Nicole richie (Head messed, and anorexic (Thats an illness and I am making no judgement on that)).
People who I know, who have a lot, have worked very hard, and although the sacrifices are not visibly seen, in the background they are enormous.
Speaking for myself, whatever I have, has been at the sacrifice of spending time with my family, working abroad etc, but it allows me to create things for my children that one day will be thiers, and if they work hard, will become even bigger and better.
Don`t concentrate too much on others, think of yourself, work hard, play hard, and focus, in time it will come.
In the meantime, strive to be happy.