I agree with what has been said above, and these are some of my thoughts (warning this is kinda long).
I don't know all your circumstances, but I can say that I know how you feel because I've gone through that. There's been times in my life where all I could feel is anger and bitterness toward God. I would say things to God sarcastically in my bitterness because of how my life was, esentially wanting to blame God because I felt screwed in life. I mean, honestly, my natural reaction to everyone around me being blessed by God and having things going well in their lives, while mine seems to completely suck and only getting worse, is to feel angry and bitter.
I don't know why God allows certain things. I don't know why some people are healed of certain things, and others are not. Some of the most faithful people and those who love God are among the most afllicted. They pray for healing, they are living in obedience to God, faithfully giving their lives to Him, but they are not healed (yet). Why is this? I don't know, because I'm not God, and I don't have the whole picture of His plan. We only have a limited view of what God does and His plan, and honestly most of our views are centered around ourselves (whether good or bad).
I can and have come up with many reasonings as to why God allows certain things to happen. One of the hardest things for me to reconcile in my mind is how God can allow all the people (especially children) in different countries (such as Africa) to starve to death, be diseased and so miserable. My heart aches for those people. How can you allow that God? While I can't fully answer the question, I feel one of the reasons is so that other people, who God has given an abundance to, can reach out and give to the starving and diseased people and demonstrate God's love to them. I live in America and have been blessed in more ways than those people in Africa could ever imagine. I have helped to financially support organizations that feed these people and build houses for them because I believe that is what God wants me to do. While I can't physically be there to help them, I can support those who can be.
Other times I believe God says no to peoples prayers because He wants to build their character in a specific area. Sometimes I believe God wants to grow someones faith. Sometimes I believe He wants to draw a person close to Him, and does so only when they have fallen so far down that no one else, and nothing else but God Himself can lift them up out of the hole they are in. At this point they realize their absolute need for Him. I am reminded of Paul who pleaded with God three times to take away the "thorn in his flesh". God's answer was no, and "My grace is sufficient for you, for my power is made perfect in weakness."
I honestly believe that God can use you and your life in a special way to reach others, no matter how screwed up you may feel. "My grace is sufficient for you, for my power is made perfect in weakness."
I don't think it matters what your talents or abilities are (or lack thereof), but of the miraculous ways in which God can move through you with your willingness. I don't know if you've heard of Ginny Owens, but she is a Christian music artist that is blind. She has an incredible weakness - blindness, and yet God has used her to reach others. If God can use a blind person to reach others, why can't He use me? I can't sing well, but God has given me (and gives everyone abilities) that they can use.
I don't know what "denomination" you are, or what you feel most closely represents what you believe, but do you read the Bible? Do you make an effort to seek God often (daily if possible) through His Word? Because if you sincerely desire to better understand God and to work through your feelings, I hope that you would try that if you aren't already. Reading my Bible, praying and making an effort to develop my relationship with Jesus Christ is the only thing that has enabled me to find peace in my life, to get past the periods when I feel like you do, and to have the strength to keep going in life. Because honestly, I've felt like just giving up a ton of times.
I hope you have enough patience to read this (I have a few more things to add).
I believe this life is not the end of things (although I have a real tendency to think as though it is when life stinks). Because of Jesus Christ, I have a hope that my struggles with social anxiety (and the many other struggles in my life) will not last forever, and that everything that I go through now that is difficult will not compare to what is to come.
Romans 8:18 says "I consider that our present sufferings are not worth comparing with the glory that will be revealed in us."
Revelation 21:3-4 says "And I heard a loud voice from the throne saying, 'Now the dwelling of God is with men, and he will live with them. They will be his people, and God himself will be with them and be their God. He will wipe every tear from their eyes. There will be no more death or mourning or crying or pain, for the old order of things has passed away.'"
When I look at things from an eternal perspective, from God's perspective, it helps to give me peace and hope. While I believe that this current world is not the best possible world, I believe it is the best way to the best possible world in which God's creation, man, freely chooses to follow and love Him and in which God, at His own timing, defeats evil, suffering and death - which ultimately leads to God being triumphant, bringing glory to Himself, and bringing those who love Him an everlasting joy and life with Him. I believe God is sovereign and just, and will make right everything that is wrong in this world. I believe that God loves me more than I can understand. I believe God understands how difficult and painful people's lives (including mine) are because Jesus Himself walked this earth and was afflicted and suffered. So in the times when I feel like God doesn't care, I read what God's Word has to say, which is that God does care, and He is compassionate towards me.
I've gone on too long, but I guess how I would answer your question "When you feel like God isn't there, what do you do?" is this: I turn my eyes and heart to God. I speak honestly with Him. I spend time reading my Bible and praying. I ask God to help me see through my circumstances. I'll read books that take on difficult questions. I'll read stories of people who overcome through God's love and grace. I'll listen to music that worships and praises God and speaks of His love, faithfulness, grace, forgiveness, mercy, compassion, kindness, tenderness, trustworthiness, etc. I'll talk with others (even if it's just by email or messageboards) who share my beliefs and be honest about how I feel. Sometimes getting a perspective from someone else really helps me. The biggest thing to me is to believe and trust God and what His Word says, not what my feelings may be telling me. Hebrews 11:6 says "And without faith it is impossible to please God, because anyone who comes to him must believe that he exists and that he rewards those who earnestly seek him."
I believe that God will reward you when you earnestly seek Him, even when you may feel like He isn't there, because He has rewarded me in the times that I said "Okay God, I'm going to believe what You say, even though my feelings aren't lining up right now". He's given me peace, hope and joy when I really had no reason to feel these things within my circumstances.
I hope what I've said has made some sense..if anything I just want you to know that you aren't alone in your struggles or how you feel. No matter how you may feel right now, I sincerely believe that God loves you and desires to draw you near to Him, to be there for you and help you through this..even though it's hard.
This is some art I've made that relates somewhat to this topic: