When the Dice Gods say "No": An Honest Chronicle by an Unlucky Man

Warhammer 40k is among the best hobbies I've seen. Its sheer amount of details such as its fluff, rules and all the model preparation hours you spend are nothing less than awesome.
Strategy should play an important role, of course, and it makes sense! You dedicate a lot to the game. There's financial investments and time going around the assembling, painting (very important, kids!) and all of the 'putting together' aspects that makes you feel compelled to deliver a good game, that at least will be fun to play and fun to play against.
Unless of course you have been left for dead by pure blind chance.
I'll be straight here: I lose most of my games. They are freaking fun and we at least have a good laugh for 3 hours straight, but it usually things like to turn wrong to my side. The reason? Nothing hits a single damn shot when they are supposed to.
Let's analyze it more closely: Our group is made of heavy buyers and heavy painters. We like to have our armies looking good, so a lot of time is spent on them. Also, we like to try new ways of deployment, and new ways to play with our models. These later games I'm playing are no different. Painted models? Check. New purchases, ready to roll? Check.
However, I have this......thing.... that no matter how well positioned we were, old lady luck isn't allowing me to progress by any means. We usually start shooting everything we have like maniacs and I manage to 1) Lose Alpha Strike/Miss it By Cease Initiative Roll, 2) Miss every single good shot. Twin Linked ones! Surely some troops die here and there with some blast shots, but the core of the enemy army stick around for a good amount of time... much more that they should only because my men are probably blind.

Needless to say that I feel that a match should be quite different. I personally never read an outside battle report where luck plays such an important part. So, what we should do in this case? Should we just deploy units that have as much re-roll our codex can get to make sure that SOMETHING will be delivered (yes, Eldar, I'm looking at you!), or should we just ignore this ugly, ugly games and move on with our lives?
Now, I'm not feeling bad about these last games, nothing at all. They were pretty fun to play. I just think that all of the strategy should pay off a bit, and it does for the other players! It's just frustrating to start doing a good job at your positioning, taking good units into the game and somehow managing to miss every little thing that makes them special.
I guess it's the 40k way: It's a fun game, relax and enjoy, but what about you? Some bad dice experiences lately? Have a piece of advice for a beaten to a pulp Chaos Player? Comment on!