John 8:36 If the Son therefore shall make you free, ye shall be free indeed.
So what are we saved from?
Well ultimately we are saved from Hell, but here and now we have been saved from self (or our flesh), and sin as Paul shows us when explaining how with in His own flesh He could not even serve God but that God had delivered Him from His flesh.
Romans 7:24-25
24 O wretched man that I am! Who shall deliver me from this body of death?
25 I thank God through Jesus Christ our Lord. So then with my mind I serve the law of God; but with my flesh the law of sin.
Paul could not in his flesh keep God's law.
Romans 7:18 For I know that in me (that is in my flesh) dwells no good thing: for to will is present with me; but how to perform that which is good I find not.
Yet he goes on in the very next chapter to explain, that we cannot continue to allow our flesh to led us but through the Spirit we can keep God's law.
Romans 8:3-4
3 For what the law could not do in that it was weak through our flesh, God sending his own Son in the likeness of sinful flesh, and for sin, condemned sin in the flesh.
4 That the righteousness of the law might be fulfilled in us, who walk not after the flesh, but after the Spirit.
We cannot in our flesh keep God's law, but Jesus has delivered us from our flesh that we might walk in the Spirit enabling us to fulfill God's holy law.
James says we are tempted by our own lust, but Jesus has saved us from our flesh
James 1:14 But every man is tempted, when he is drawn away of his own lust, and enticed.
Galatians 5:24 And they that are Christ's have crucified the flesh with the affections and lust.
He has also saved us from sin. Paul write that those who sin are servant of sin, not of Christ.
Romans 6
15 What then? shall we sin, because we are not under the law, but under grace? God forbid.
16 know you not ,that whom you yield yourselves servant to obey, his servant you are whom you obey; whether of sin unto death, or obedience unto righteousness?
So if we sin then we are not free but still bound, but Jesus came to free us.
John 8
34 Jesus answered them, Verily, verily, I say unto you, Whosoever committeth sin is the servant of sin.
35 And the servant abideth not in the house for ever: but the Son abideth ever.
36 If the Son therefore shall make you free, ye shall be free indeed.
Romans 6: 22 But now having been set free from sin, and having become slaves of God, you have your fruit to holiness, and the end, everlasting life
Whoever sins is a servant of sin, but Jesus came to free us, and if we are truly free indeed then we would live no longer in sin.
Galatians 2:20 I am crucified with Christ: nevertheless I live; yet not I, but Christ liveth in me: and the life which I now live in the flesh I live by the faith of the Son of God, who loved me, and gave himself for me.
If this was true and we are dead to self and sin, and it is Christ who live in us then we would indeed live a sin free life.