Let's make sure we know what we are talking about. What is the will of God?
If you are struggling with sin—say you are tempted to lie—you already know what God's will is. God commands us not to bear false witness (Exodus 20). He has clearly informed us of his will in this situation, and we are to obey. God's will is that which he has commanded us to do in his word. (If you question this then I must refer you to a good article on the authority of Scripture—inspiration, inerrancy. I'll update this to include links to such.) But is there more to this question than observing the clear commands of Scripture? Consider Joseph's brothers. Was it God's will that they sell Joseph into slavery? Surely not, if obedience to what God commands is the measure! What they did was wrong. And yet Joseph tells them not to fear his anger because, though they had intended to do harm, God had intended their actions for good, "to accomplish what is now being done, the saving of many lives" (Genesis 50:20). And beyond this second aspect there can be even more confusion...because frequently there is no sin involved in either path we choose—even when we are faced with potentially life changing decisions! Choice of college, major, job, and so on. How are we to know God's will in such cases?
Perhaps it is clear from the above that we have been using the word "will" in two different ways. Recognizing that will get rid of a good bit of confusion! The conventional terms to distinguish between the different meanings are "revealed will" and "secret will." God's revealed will is the only one which we can know about beforehand, and the only one which we are responsible to understand and follow. The second, his secret will, is what Joseph was talking about when he told his brothers that God intended their actions for good. Nothing that happens is outside of God's secret will. Nothing we do can mess it up! "[My word] will not return to me empty, but will accomplish what I desire and achieve the purpose for which I sent it" (Isaiah 55:11).
Now that is clear we can look at how we should handle our major (or not-so-major) life decisions.
God's secret will should not concern us—it will be fulfilled. It is not our responsibility to figure out how. Instead, we should be guided by God's revealed will. We should not be guided by our feelings; they are only helpful as far as they are based on a solid overall understanding of God's word—otherwise they are more likely to lead us into sin than anything else. We should not be guided circumstantially by "open doors," (or closed ones). Who is to say whether a closed door is a sign that we should stop trying or a difficulty we should attempt to prayerfully overcome? Perhaps we should even have the wisdom to turn away from an open door from time to time.
If we are to be guided only by God's revealed will, and if we understand that God has revealed his will to us only in the Bible, those tough decisions become a little easier. One can evaluate decisions first by the obvious: are any of the options contrary to what God commands? These should be eliminated. Then there are more subtle judgments to be made. How would your choice affect those around you, and those you are responsible for? It is your responsibility to live your life in a way which builds others up in their faith and does not tear them down. (Romans 14:13-23) How would your choice affect your ability to glorify God? Your decisions should always be guided by this concern above all. Other questions could be asked, but that is the essence. Look at it in light of Matthew 22:36-40, where Jesus was asked, "Teacher, which is the greatest commandment in the Law?" He replied: "'Love the Lord your God with all your heart and with all your soul and with all your mind.' This is the first and greatest commandment. And the second is like it: 'Love your neighbor as yourself.' All the Law and the Prophets hang on these two commandments."
Pray for wisdom in understanding and applying God's word to your life—it is the only way you can know God's will. So study it! And seek the advice of godly men and woman.
Plans fail for lack of counsel, but with many advisers they succeed. (Proverbs 15:22)
If any of you lacks wisdom, he should ask God, who gives generously to all without finding fault, and it will be given to him. (James 1:5)