Martin Luther was one who struggled with his sins. Before his break with the Catholic church he went to confession every day and was so guilt-ridden by his sins he would almost have gone every hour.
On most nights Luther slept well, but he even felt guilty about that, thinking, Here am I, sinful as I am, having a good night's sleep. So he would confess that. One day the older priest to whom Luther went for confession said to him, "Martin, either find a new sin and commit it, or quit coming to see me!"
Wheaton: Tyndale House Publishers, Inc., Illustrations Unlimited, by Editor James S. Hewett