"It is God’s will that you should be sanctified: that you should avoid sexual immorality; that each of you should learn to control your own body[a] in a way that is holy and honorable, not in passionate lust like the pagans, who do not know God; and that in this matter no one should wrong or take advantage of a brother or sister.[b] The Lord will punish all those who commit such sins, as we told you and warned you before. For God did not call us to be impure, but to live a holy life. Therefore, anyone who rejects this instruction does not reject a human being but God, the very God who gives you his Holy Spirit." 1 Thessalonians 4:3-8 (NIV)
Hard, sometimes. But God has a beautiful design for sex - that it should be between one man and one woman within the grand structure of marriage. That is what sex is meant to look like.
And, yes, this means warding off comments from others about how we're "missing out." And, yes, this means setting precautions and not needlessly tempting ourselves. And, yes, this means we should consciously stop mid-thought and thinking of other things. And, yes, for some of us this means we'll never get to experience it, because, chances are, some of us will never marry.
But God knows what He's doing. He knows why this is better for us. And He'll hold us through all the temptations, all the failures, all the prayers for forgiveness, and standing up again.