The great author of Orthodoxy, G K Chesterton, once wrote the following:
"In dealing with the arrogant asserter of doubt, it is not the right method to tell him to stop doubting. It is rather the right method to tell him to go on doubting, to doubt a little more, to doubt every day newer and wilder things in the universe, until at last, by some strange enlightenment, he may begin to doubt himself."
I found this quote to be so spot-on in regards to my own experience. Born and raised in fundamentalist faith, I considered myself either an agnostic or atheist for much of my adult life - primarily, I think, because doubt played so little part in my early life. Once I was able to freely doubt, though, I found myself eventually doubting doubt, so to speak. Or more properly, I found myself keenly aware that doubt was (and is) a key ingredient to faith - at least faith of an orthodox variety.
Too many Christians today caution against doubt, and I suppose I understand that tendency. Doubt takes one on a journey towards the freedom to choose, which is ultimately a necessity for faith to take effect. The grace part is all God, and certainly faith is a gift of God, but it is a gift - as any gift is - which must be received in order for it to properly be a gift. A gift that is rejected is no gift at all. And one cannot receive the gift of faith without doubt. Doubt is integral to faith.
I would add, too, that God's gift of grace through faith does not seem to be a one-time occurrence, but rather occurs daily, minute by minute. One chooses, in seasons of doubt, to either persevere in faith, or to reject faith. Just as in any relationship, union depends on the active participation of both parties. Even in the dry periods, in the dark nights - of which there may be many - faith and trust can remain, even in the presence of doubt. This is the paradox: that faith and doubt are not mutually exclusive. The honest Christian will likely acknowledge this mixture of faith and doubt is much more usual than not.
We need not fear seasons of doubt, or dryness and of darkness. Our own Lord experienced doubt when he cried out on the cross, "My God, my God, why have you forsaken me?" Had God actually forsaken Jesus? No. Did Jesus wonder if God had forsaken Him? Obviously. When our doubt is coupled with faith, as Jesus' was (he did not refuse the crucifixion, but assented to the powers that were crucifying him), it is not sinful. It is, in fact, faithful.