He who is in us is greater than he who is in the world
No one can come to God the Father except through Jesus. When we accept Jesus Christ as a savior and follow him, it is the Holy Spirit who reveals to us that Jesus is truly the Son of God. Thats what Jesus said to Peter when Peter answered to Jesus' question "Who do you say am I?" for which he replied "You are the Christ". Jesus says that God has revealed that to him (Mat 16:16). So it is with us. Also Jesus said that Holy Spirit will convict the world of sin, righteousness, judgement(John 16:8). So when we were in the world, Holy Spirit convicted us and brought us to the Lord. The moment we accept Christ, we become His. Paul has said that "It is no longer I who live but Christ who lives in me". In our spirit, truly Holy spirit lives and nothing else. The flesh may not perceive it but the Lord is living in us.
I have read somewhere that believers cannot be possessed by the devil but can be influenced by him. Also we can see that Jesus has already defeated the devil. So victory belongs to us in Christ. If there be any bad thoughts, just rebuke them in Jesus' name.
But God commendeth his love toward us, in that, while we were yet sinners, Christ died for us. Romans 5:8