Paul is not confessing that he continually practiced sin in his daily life, but that the threat of practicing it was always with him. He always had to be on guard against it to keep it from breaking out. And, at times, it did indeed break out, reminding him not only of its presence, but also its strength. There is no doubt Paul was a mature Christian. Therefore, this serves as a reminder to us that, no matter how spiritually mature we become, human nature will still always be with us.
Paul died spiritually and was buried in the waters of baptism. Therefore, baptism and the receipt of a new nature by which we are to conduct life do not take human nature away. We, like him, sincerely desire to do the right thing. We believe God's Word. We love God and aspire to glorify Him. Nevertheless, because human nature is always present, we do not always follow through. Instead, human nature overpowers us; we are taken captive, as it were, and revert to following its drives instead. This can be very disturbing, piling guilt upon us and making us fearful of separation from God.
Thus, because we are similar to Paul, and despite the wretchedness we may feel, we have assurance, knowing we will be delivered from this peculiar situation, one that is somewhat akin to having a dual personality. Our deliverance is through Jesus Christ; there indeed is an end. However, unlike many Protestant groups that proclaim that we do not have to keep the law because all is done for us, we know that we must strive to walk even as Christ walked—and He never sinned. I John 2:3-6 emphatically states:
Now by this we know that we know Him, if we keep His commandments. He who says, "I know Him," and does not keep His commandments, is a liar, and the truth is not in him. But whoever keeps His word, truly the love of God is perfected in him. By this we know that we are in Him. He who says he abides in Him ought himself also to walk just as He walked.
Though we are under no condemnation, we still must yield to the Spirit of God to our utmost abilities. We are to "go on to perfection" (Hebrews 6:1), endeavoring to grow "to the measure of the stature of the fullness of Christ" (Ephesians 4:13). Paul says, "I press toward the goal for the prize of the upward call of God in Christ Jesus" (Philippians 3:14). Despite the difficulties involved, any failures that occur, and any feelings of guilt that arise, we are still required to strive to keep God's laws as Jesus did.