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If money and fame are a problem, you can give the money away and stop acting and/or singing. No one is forcing anyone else to be a celebrity (for the most part).
I would say I have no sympathy, but that would require me to care enough to actually decide one way or another whether to feel sympathy. Celebrities are normal in that their problems mean nothing more to me than anyone else's problems. Unless the celebrity is my dad or my girlfriend or someone else in my life, why should it matter to me? Or to anyone?
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I think that celebrities have just as much woes in life as we do. It's just that we'd find out more about a celebrity's problems than an average Joe's.
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Of course they have problems. Maybe they're not struggling to pay the bills, but money is hardly the only stressful thing in people's lives, and the famous are as human as any of us. On top of that, they have certain problems that we don't have to cope with, like the ever-watching eye of the press. To say they've no right to complain because of their fame is simply unfair.
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Even if they are rich and famous now, doesn't mean it was always like that. People write about what they know, past experiences. Past being the key word.