Saul

The first difficulty we encounter when looking at the story of Saul is God's displeasure at the Israelites' request for a king when previously in Scripture a king has been affirmed as a good thing! Indeed, their request appears all the more reasonable given the wayward nature of Samuel's sons, who were lined up to be his successor. 

However, despite the apparent reasonableness of their request, as God's reaction - and indeed time - indicates, it is the heart of their request that is most at odds with God's desire for them. In fact, this heart is revealed within the request itself wherein they state: "appoint for us, then, a king to govern us, like other nations;" i.e. like other nations who don't have God as their ultimate sovereign! And it is a "king like other nations" that God warns them they will receive which, from Samuel's warning in 1 Sam. 8, doesn't seem an inviting prospect (e.g. "...He will take the best of your fields and vineyards...and you shall be his slaves."). The people are undeterred, however, and so Samuel appoints Saul as the nation's first king.

Again, at first glance, Saul seems hard done by. He is reluctant to be made king in the first place therefore hides (1 Sam. 10:22). Further, God takes his kingship from him after seemingly minor transgressions (particularly when compared to the things David gets up to later on!): he offers a burnt offering that Samuel should have made because Samuel is late; he makes a foolish oath which nearly leads to the death of his son Jonathan; he is instructed to destroy a whole town but spares the king and best of their sheep and cattle to sacrifice to God.

However, as with the people's request for a king, it is the heart behind these transgressions that God is most upset by for, as is implicit a number of times and explicit in 1 Sam. 15:24, Saul fears the people more than he fears God. Thus, when God tells him through Samuel that he has removed the throne from him, Saul's primary concern is not that he has upset God but that he will now look bad in front of the people: "I have sinned; yet honour me now before the elders of my people and before Israel and return with me..." In contrast, despite his awful errors, David's heart is fundamentally directed towards God and, when pulled up on things he's done wrong, he is devastated by the effect he has had on God not just his reputation amongst others. 

It is for this reason, and looking at what follows as Saul plunges further and further into insanity, that I find the account of Saul one of the most challenging and tragic in the whole Bible.