Let me share a few things that have helped me. I have given this to two other folks in the past and they claimed it was of some benfit to them also:
In sexual (and other types) of sin I find this to be enormously helpful:
Begin to become more aware of the presence of God. Understand that Jesus prayed and the Father sent the Holy Spirit to not only indwell your spirit but to walk side by side with you (Paraclete). He is always with you loving you, teaching you, drawing you. If you become truly aware of His presence then ask yourself this; Do I really want to do that in front of the Holy Spirit? Do I want to grieve Him? The answer is of course that you do not. When you get to that realization then simply cry out" Jesus give me strength to overcome". Then realize in your heart that He hears every cry, believe Him for that strength and walk away. If you do this you will not fail.
It is also important to put things into perspective. God has equipped us with a desire to procreate and in the right context it is a good thing. However instead of being a beautiful thing between a husband and his bride we often let these desires take on monumental importance and the can become the driving force of our life; that was never meant to be. Anything that starts to control our emotions and thoughts needs to be brought into submission but again only through His power.
Rom 8:13 For if ye live after the flesh, ye shall die: but if ye through the Spirit do mortify the deeds of the body, ye shall live.
It is only when we walk in His power and at His leading that we can truly overcome. Indeed if we could have overcome by ourselves He would never have went to that cross.
Below is an excerpt from Andrew Murray's Absolute Surrender:
The Almost-Delivered Man
The man has tried to obey the beautiful law of God. He has loved it, he has wept over his sin, he has tried to conquer, he has tried to overcome fault after fault, but every time he has ended in failure.
What did he mean by "the body of this death"? Did he mean, my body when I die? Verily no. In the eighth chapter you have the answer to this question in the words: "If ye through the Spirit do mortify the deeds of the body, ye shall live." That is the body of death from which he is seeking deliverance.
And now he is on the brink of deliverance! In the twenty-third verse of the seventh chapter we have the words: "I see another law in my members, warring against the law of my mind, and bringing me into captivity to the law of sin which is in my members." It is a captive that cries: "O wretched man that I am! who shall deliver me from the body of this death?" He is a man who feels himself bound. But look to the contrast in the second verse of the eighth chapter: "The law of the Spirit of life in Christ Jesus hath made me free from the law of sin and death." That is the deliverance through Jesus Christ our Lord; the liberty to the captive which the Spirit brings. Can you keep captive any longer a man made free by the "law of the Spirit of life in Christ Jesus"?
But you say, the regenerate man, had not he the Spirit of Jesus when he spoke in the sixth chapter? Yes, but he did not know what the Holy Spirit could do for him.
God does not work by His Spirit as He works by a blind force in nature. He leads His people on as reasonable, intelligent beings, and therefore when He wants to give us that Holy Spirit whom He has promised, He brings us first to the end of self, to the conviction that though we have been striving to obey the law, we have failed. When we have come to the end of that, then He shows us that in the Holy Spirit we have the power of obedience, the power of victory, and the power of real holiness.
God works to will, and He is ready to work to do, but, alas! many Christians misunderstand this. They think because they have the will, it is enough, and that now they are able to do. This is not so. The new will is a permanent gift, an attribute of the new nature. The power to do is not a permanent gift, but must be each moment received from the Holy Spirit. It is the man who is conscious of his own impotence as a believer who will learn that by the Holy Spirit he can live a holy life. This man is on the brink of that great deliverance; the way has been prepared for the glorious eighth chapter. I now ask this solemn question: Where are you living? Is it with you, "O wretched man that I am! who shall deliver me?" with now and then a little experience of the power of the Holy Spirit? or is it, "I thank God through Jesus Christ! The law of the Spirit hath set me free from the law of sin and of death"?
What the Holy Spirit does is to give the victory. "If ye through the Spirit do mortify the deeds of the flesh, ye shall live." It is the Holy Ghost who does this - the third Person of the Godhead. He it is who, when the heart is opened wide to receive Him, comes in and reigns there, and mortifies the deeds of the body, day by day, hour by hour, and moment by moment.