The ministry of the Holy Spirit in the life of the believer is the front line of defense against the devil and his devices of defeat. The phrase, "The God of all comfort" carries the idea of a divine comforter who encourages, refreshes, strengthens, aids, assists, and is an ever present help in the time of need.
The ways that God chooses to comfort are not always the same. He may deliver you or remove the cause of the affliction, or He may comfort you with words giving you a hope for the future.
He also uses people to share their faith with you by prophesying. He sends fellow-laborers to serve and strengthen you by the ministry of the Word, and uses the body of Christ as a channel to comfort you, using prayer.
The point is that the source of all comfort is God, no matter what channel He chooses to use.
In 2 Corinthians 12:9, God revealed to Paul that His strength is made perfect in our weakness. Paul, who had experienced God's comfort in a way that perhaps no other man has, now reveals how the Lord accomplished this. It was through the power of the Holy Spirit. True Christianity is not the absence of trials, but the strength and comfort of Jesus through the Holy Spirit, that will bring us through to the other side.
An individual who is void of God's comfort inside will be crushed by the pressures of this life. But a believer who takes advantage of the comfort available to him through the Holy Spirit, can withstand anything. Victory is not dependent on the pressures without, but rather on the comfort within.
