Self Denial has an end in mind

When Paul was willing to suffer for Christ, he showed the nations that Christ is more precious than comfort and security and prosperity. In other words, the infinite value of the wisdom of God is revealed not in Paul’s prosperity but in Paul’s pain - in his prison. That’s where it shines because this is the wisdom of the cross and we are called to pick up our crosses and display to the demons, that we treasure Christ more than any human comfort. 

-- John Piper
Lausanne Address at Cape Town 2010