One of the most powerful experiences I had in medical school was amputating a foot. The patient was prepped and draped for surgery and the attending handed me the knife. I eased the scalpel through the flesh and circumscribed the tibia and fibula right above the ankle. A little sawing later and the foot was gone.
The amputation was necessary because the gentleman had intractable infection from an ulcer on his foot that was caused because neurological damage had dampened his ability to feel pain. That's right, without pain, he was unable to properly care for himself and react to what would otherwise be noxious stimuli. We followed up my amputation a few days later with another hack, this time just below the knee. He felt fine after both surgeries--no pain. Then he died.
There are times when pain is not helpful. Cancer patients often have intractable pain that offers no physiological benefit. Luckily, physicians know when pain is helpful and when it isn't and can agressively treat pathologic pain.
Then there is guilt, angst, shame, etc.--all forms of psychological pain. All of which, I believe, are normally healthy important parts of the human experience. There are exceptions to be sure, but I have less confidence in those who claim to know when psychological pain is good or bad for you. Oppositional defiant disorder, conduct disorder, anti-social personality disorder--these are only a few examples of disorders that are associated with feeling no guilt or shame.
Pain (whether somatic or psychological) is inherently uncomfortable and we will try to rid ourselves of it. But, stepping outside ourselves, we should see that it serves a purpose. It's crucial for the management of the creature. I remember on my mission when a stake missionary got into a debate about relativism with a woman we were teaching. She said she left God because she was sick of all the guilt. He pointed out that if it's true that there's a God, then the guilt is a good thing. It's a way for your conscience to guide your actions. It was all in all a very interesting conversation. One that happened long enough ago that I don't remember all the details. The only thing that stuck with me was that guilt could be a good thing.
I'm very cautious before dismissing feelings of guilt, shame, or anxiety, even though I know some of it is harmful. I also recognize that fear has a much more important and legitimate place in our lives than some are willing to give it. Sorting out when pain is relevant and when it is pathological is a great challenge, and I'm reluctant to accept the advice I see so often that happiness and a pain-free existence are some sort of ideal. They are not. And I've got two legs to prove it.
I've tried to leave this vague enough that specifics of when guilt or shame is or is not appropriate does not become the focus. But I would challenge all who feel negative feelings to consider that they may be more valuable than you realize. They may be telling you something crucial about yourself. You might consider them part of the wholesome spectrum of the human emotional experience, not something to battle. For one thing, you won't win that battle. If you do, you've lost in other ways.