Having listened to it twice, I'd say that John Piper's sermon what is the will of God and how do we know it? is essential listening – in spite of knowing most of what the sermon said about God's will, it still provided me with a number of 'aha' moments that will change the way I think and make decisions. 

In particular, John breaks down the two wills of God, that being:

1. God's sovereign will, by which he commands and controls all things (but allows sin without himself being sinful), and
2. God's 'will of command', by which he sets out how he commands Christians to live (because they are saved, not as a means to become saved) but we routinely break. 

The trap for many Christians is that we try to determine the sovereign will of God – 'who does God want me to marry?', 'which job does God want me to take?', etc – but for us God's sovereign will is entirely unknowable except in the rear view mirror. You know who God wants you to marry once you have married them (and then he wants you to be faithful to them).

The other trap for Christians is to pay little attention to what we can discern and act upon – God's will of command, which we know through the renewing of our minds (through reading scripture) and by which we can make Godly decisions in all matters:

I appeal to you therefore, brothers, by the mercies of God, to present your bodies as a living sacrifice, holy and acceptable to God, which is your spiritual worship. Do not be conformed to this world,but be transformed by the renewal of your mind, that by testing you may discern what is the will of God, what is good and acceptable and perfect. Romans 12:1-2

So we can take comfort that God's will is sovereign – this knowledge carries us through the darkest of times. Godly decision making, however, comes from knowing how God would have us live, achieved by the renewal of our minds through soaking in his word. As I said, essential listening.