Leviticus 20:7-8 (NKJV) says:  

"Consecrate yourselves therefore, and be holy, for I am the Lord your God. And you shall keep My statutes, and perform them: I am the Lord who sanctifies you."  

It is important that we sanctify ourselves until we leave this earth in an effort to become more like God. When we do this, we're saying, "God, more of you and less of me" (John 3:30). While being sanctified, it can be painful at times, but we're never alone in the process because God is always there, growing our faith and courage!