Rabbi Mordichai Lechovitcher, one of the great Chassidic masters once said "How bitter is the world when one lies inside it, and how good is the world when one is on top of it".
A Jew who is bound to his desires and cannot break free, feels a darkness in all he does. He can't appreciate the everyday beauty of the world and the harmony in nature. He can't appreciate the beauty of Yiddishkeit, or even of his own family. Everything he experiences has a bitter taste. However, the minute that one is master over his sexual desires, the world is suddenly so different. One can suddenly appreciate the beauty of a Shabbos and bask in the joy of Yom-Tov. One can finally look at his family and praise Hashem for having given him such beautiful children. He can finally appreciate his wife in the proper manner. He can suddenly see the kindness of Hashem wherever he turns.
How fortunate is one who masters these temptations, not just in the next world, but in this world too!