I know a number of people personally who have chosen to live a life of celibacy because they know the love of Jesus is more precious than anything else this life has to offer. Some people have left a life of anonymous sex and gotten married. All of us struggle with chains of sin and addiction. It all melts away in the presence of God. The struggle against sin is a difficult path, but worth it.
First, you have to realize that you are forgiven and accepted by God right where you are. In the parable of the pharisee and the publican, the publican went away justified. You won't feel it though, most likely, until you have some freedom from lust. You have to go cold turkey on lust - no masturbation, pornography, anonymous sex, etc. Although it isn't specifically a Christian group, some people have found help with lust from a support group such as http://www.sa.org .
The Bible says, "Confess [your] faults one to another, and pray one for another, that ye may be healed. The effectual fervent prayer of a righteous man availeth much." Other than God, you need to find someone in the flesh on earth to confide in. It can be a priest or a person who shines with the love of Christ. If you feel uncomfortable after confessing sins, you may have talked to the wrong person. Truly godly people will give you a feeling of peace. I was really burned by confessing my sins to someone at a church I was going to. Most Christians are very religious and a bit short on love.
God has granted me a lot of deliverance from sins. Fasting was one method that got me started. I have done two 40-day water-only fasts and numerous shorter fasts. For me personally, I was at least able stop committing the sins that caused me the most guilt and shame for the period of the fasts. These periods allowed me to dedicate my time to seeking out God, and hear from him. Soon after the fasts were over I returned to my old behaviors, but as I look back at my life, the contact I had with God during those periods was not wasted.
Eventually God will give you freedom if you do not give up. I have learned various tricks over the years to help me with sin. I thank God for every temptation, for instance, because it reminds me that I need him to have strength over sin.
You sound concerned what people think. That attitude is what can turn people into religious sorts. It is not good enough to fool people and look clean on the outside. You have to develop a God attitude to become really clean. God sees all and only God has the power to free you.
I would recomend _The Practice of the Presence of God_ http://librivox.org/the-practice-of-the-presence-of-god-by-brother-lawrence/ to anyone. The practice of constant prayer helps.