Perseverance of the Saints
Only by the grace of God can we hope to persevere to the end with our faith still intact. We don't have anything in us naturally that would give us this persevering power. The difference between the one who falls away and the one who stays is simply an issue of God's grace. (1 John 2:19) I know for me that I often take for granted the fact that I continue to believe. One cannot really choose to believe something or not. Only by the Word of God and by the grace of God will my will be able to continue on in saving faith. I pray that even in deep difficulties and trials that my faith in God's good purposes would stand. (1 Cor. 15:10)
If you need help like me, check out these messages from the Desiring God National Conference.
Update: I am in the midst of listening to Jerry Bridges' message "Four Essentials to Finishing Well". I really recommend this!