"Neither present your members unto sin as instruments of unrighteousness; but present yourselves unto God, as alive from the dead, and your members as instruments of righteousness unto God." (ASV)
Many Christians allow pet sins into their lives. We cling to something that was a part of us before we became God's followers, and find ways to rationalize it away. We think "It's really no big deal" or "It doesn't affect my relationship with God, so He won't mind". In the end though, ALL sin is grievous to the God we love. It's like keeping a tamed tiger in the house. We may get away with it for years, but one day that tiger is going to show it's true nature and someone we love is going to get bitten.
We become slaves to the sins we allow in our lives, though usually we don't know it. "Jesus answered them, Verily, verily, I say unto you, Every one that committeth sin is the bondservant of sin." (John 8:34 ASV) We spend time trying to conceal our sin from the world. We seek after it until it becomes our greatest pursuit. We give it a place on the throne of our lives, where God should be, and it rules over us whether we realize it or not.
What's more, as Christians, we are even more responsible for our actions than we had been when we lived in ignorance. "If I had not come and spoken unto them, they had not had sin: but now they have no excuse for their sin." (John 15:22 ASV) God has high expectations for His children. Sure, we're still going to mess up from time to time, but that's not the same as repentantly keeping sin in our lives because we are not yet ready to give it up.
But of course, there is good news. "And the law came in besides, that the trespass might abound; but where sin abounded, grace did abound more exceedingly:" (Romans 5:20 ASV) God forgives sins. His grace is sufficient for anything we can come up with. We need only repent to Him in honesty to be forgiven. His desire is for us to cut sins out of our lives, one by one, with His help. Through this process we learn to walk more closely with Him and we become more like the people He created us to be.