Giving up or pushing through?

There is a time for laughing and a time for dying... a time for fighting for something, and a time for giving up - is there?  When we really want something, what is the best path if we are denied that thing?  Do we keep fighting for it in the belief that we will get it?  Or do we accept that the door is closed and give thanks for the other opportunities that await us?  I have a friend who never takes no for an answer, never gives up, and I admire his courage and strength.  But once when I fought for years for something I thought I passionately wanted, the fight caused me great pain, and when I finally had to say "I can't", I lost my dream.   Did I give up too soon?  I have asked myself this a thousand times.  Or did I fight for too long?  Perhaps this is what caused me the greatest grief.  How do we know when 'no' God's way of allowing us to turn to him in trust, dependent on what we cannot understand, and when is it an obstacle we must push through in order to truly reach our dreams?
The only thing I think I know is that whatever we do, we must do in faith and with thanks.   Perhaps if we do so, both ways will bring us deeper into the heart of joy.  There is no right or wrong, there is only faith - and love.  Faith that we are held, and that it is love that holds us.