One of the main benefits of stress is that it will keep you alive in face of danger. The 'fight-or-flight' response mechanism is quite efficient in providing your conscious self a state of physical and mental readiness. (Of course, if your conscious self is closed-minded, you will just stand there frozen.)
You have surely heard the phrase "what doesn't kill you makes you stronger". Our entire lives are spent under various pressure, one of the most obvious being the atmospheric pressure of all the air above our heads. Without certain emotional, mental or spiritual pressures our identities might just as well fall apart.
Healthy pressures that we wholeheartedly accept and look forward to (for example, sex) shape our lives and keep us healthy. This kind of stress leads to healthy and fulfilled life. Mental challenges keep our minds sharp, overcoming emotional crisises keep our hearts pure (hopefully).
It is because of unconflicted stress that we value the choices we make and we feel like life is worth living.