Timothy Raymond over at Credo Magazine has a collection of excellent resources for tender-hearted Christians struggling with assurance:
Call it “melancholy”, call it spiritual depression, call it excessively introspective, Bible-believing Christians have always recognized the category of the tenderhearted soul. This is the true believer who is nonetheless overly anxious, almost obsessive, about his spiritual state. Everybody around him will quickly identify him as a godly Christian, but for whatever reason, he can’t see it. Often he lives in constant fear that he is among the self-deceived to whom Jesus will one day say, “Depart from me, I never knew you” (Matt. 7:23). In the curious providence of God, I have several individuals in my congregation who fit this description. And on not a few occasions, I have found myself in this category.
Read the full post, and check out the books, articles, and lectures he recommends.