1) Whatever advantage or good things you get from sinning are nothing in comparison to what you miss by sinning.
a) The first thing we lose is being closer to eternal life. Heaven IS a relatiohship with God. "God has given us eternal life, and this life is in his Son. He who has the Son has life; he who does not have the Son of God does not have life." James 5:10-11. When we sin, we grow farther away from God.
b) More practically we lose the benefits of good decisions. Gods way is the most intelligent, productive, joyful over the long run way to do life. You chose not to follow that and you chose not to follow the most excellent way.
c) A pastor used this illustration once: You are a glass. You are filled with liquid gunk, sin. You could be poured out I suppose but that might kill you, having no pattern your are following. I am reminded of Matthew 12:45 or Luke 11:26 which say that if you cast out a demon but don't fill with the Holy Spirit, the demon will just come back with friends. Anyway... The only way to get that gunk out is to pour heavier (better) liquid into the glass. So, the only way to rid yourself of the addiction of sin is to find an even stronger addition - God.
Think of this when you are tempted or as motivation to discipline yourself. The wages of sin is death, which is good negative motivation, but there is also positive, which tends to encourage a little better (although both ways should be used).
2) By sinning you are saying that Gods most excellent way is false/stupid. You are calling him a liar. You are also refusing a marvelous gift that he has extended to: eternal life and well-being. Not only are you spewing falsehood, you are hurting God. No joke. God feeling things. Genesis 6:6 Gods heart was full of pain at mans wickedness. Ephesians 4:30 you can grieve the Holy Spirit.
3) Mostly just know that God is pouring out his heart to you, pleading with you to stop abusing yourself, stop trying to solve things your own way, and fall trusting into his arms. He alone can satisfy you, defend your honor, provide for you, etc.
