Romans 12:1

I beseech you therefore, brethren, by the mercies of God, that you present your bodies a living sacrifice, holy, acceptable to God, which is your reasonable service.  

The gain we get from our relationship with Jesus Christ and His sacrifice far outweigh any sacrifice to remain holy on our part.  That is why Paul says that keeping ourselves holy is a reasonable service.  No joy comes to our lives through sin, but with Jesus, our lives are made full.