How Not to Fight Sin
I do not know of a single scripture, —and I speak advisedly, —which tells me to take my sin, the particular thing that gets me down, to God in prayer and ask him to deliver me from it and then trust in faith that he will.
Now that teaching is also often put like this: you must say to a man who is constantly defeated by a particular sin, "I think your only hope is to take it to Christ and Christ will take it from you." But what does Scripture say in Ephesians 4:28 to the man who finds himself constantly guilty of stealing, to a man who sees something he likes and takes it? What am I to tell such a man? Am I to say, "Take that sin to Christ and ask him to deliver you?" No, what the apostle Paul tells him is this: "Let him that stole, steal no more." Just that. Stop doing it. And if it is fornication or adultery or lustful thoughts, again: Stop doing it, says Paul. He does not say, "Go and pray to Christ to deliver you." No. You stop doing that, he says, as becomes children of God.
D. Martyn Lloyd Jones
Sanctified Through the Truth
p. 54
HT: Pyromaniacs
I may add that Christ has already accomplished that which He must accomplish. He died to put to death sin and he has changed the believer from the heart. So put to death sin, which isn't who you are at your core...you are no longer a slave to sin but to righteousness. Read Romans 7-8 to put this quote in context of what the Bible does say about the believer and Christ's work in him regarding sin.