Christianity includes three basic steps. There is, first, justification. That is where our sin is imputed to Christ, His righteousness is imputed to us, and we are declared just by God. Second comes sanctification. This is the process by which we are shaped into the image of Christ. The final step is called glorification. We'll get to that one later.
There are some who argue that once you're saved, your saved. Nothing more needs to occur. No big deal. This is probably a warm, fuzzy idea, but it isn't biblical. It is, in fact, counter-biblical. Justification by grace through faith in Christ alone is the necessary starting point, but it is inevitable that sanctification follows. Sanctification is the progressive work of God on the believer. It begins at justification and continues until Heaven.
Paul refers to this process when he commands, "Do not be conformed to this world, but be transformed by the renewal of your mind, that by testing you may discern what is the will of God, what is good and acceptable and perfect" (Rom 12:2). James wrote, "What good is it, my brothers, if someone says he has faith but does not have works? Can that faith save him? Faith by itself, if it does not have works, is dead" (James 2:14, 17). John wrote, "No one born of God makes a practice of sinning, for God's seed abides in him, and he cannot keep on sinning because he has been born of God" (1 John 3:9).
Sanctification is the work of God (Phil 2:13) in which God progressively disciplines us (Heb 12:3-11) and directs us to more and more likeness to His Son (Rom 8:29). It is the place where we learn more and more obedience (John 14:15). The more we cooperate with God in this effort (Phil 2:12), the better it goes, but this process will occur. "If you are left without discipline, in which all have participated, then you are illegitimate children and not sons" (Heb 12:8).
Some will try to tell you that once you're saved, you're always saved and any demand for "evidence" or "works" is wrong. The Bible says that the Father destined us to be conformed to the image of His Son (Rom 8:29) and disciplines us toward that end. He saved us for good works (Eph 2:10). It isn't a possible process; it is a sure one. We are not saved simply to avoid wrath, but to be thoroughly connected to and reflective of the Son. That's the essence of sanctification.