Let me put it to you like this, quite simply. What was it that made this man, the apostle Paul the man he was? ow could he be so happy there in that prison? How could he smile in the face of death? How could he rejoice in tribulations, as he was doing? You know there is only one answer- he had met a person! He had met this blessed “him.” Before he met him Paul was Saul of Tarsus- a self-satisfied, complacent Jew, and yet miserable and unhappy. A self-righteous man is never really happy because he is always watching, he always has to be careful. If we try to save ourselves by living a life of morality and of religion we will never know happiness. Religion has never made anyone happy, neither has morality. It makes us decent, self-contained, but never happy. Morality has never made a man sing, neither has religion. They are all gloom. And that is why we must never lose the differentiation beween religion and Christianity. It is Christianity alone that makes a man sing.
(D. Martyn Lloyd-Jones, I Am Not Ashamed: Advice to Timothy [Grand Rapids: Baker, 1986], 94)