Rav Amram said in the name of Rav; "3 sins you don't get saved from every day; sexual thoughts (Not your wife), eyun tefila, and lashon hora." So the Talmud asks "real lashen hora?" No, avak lashon hora. (See chafetz chayim) Said Rav Yehuda in the name of Rav; "most people have a problem with gezel, some people have a problem with forbidden sex, and everyone falls in with lashon hora. Lashon hora? No, avak lashon hora." (Boba Basra, end of 164)
What do we mean by gezel? Says Rashi, "most people are suspected of gezel (stealing), 'like stealing', because they convince themselves in business that it's OK to cheat and withhold profit from their friend."
Tosfos in Avoda zara 20b also asks "what's the big deal to hold yourself back from sexual thoughts. After all, it's a regular issur deoraysa? (Full Drasha) And Tosfos answers that still, it's one of the 3 things you can't escape from, like we just learnt. And for sure the bochurim can't escape sexual thoughts and kerry (Since they don't have bread in their basket (a wife)) (Sukka 26b).
A rebbe may teach the laws of forbidden sex only to 2 students (not 3), because if you only have 2 students the rebbe can argue with one of them, and the other one will listen to the argument. But if you have 3, one will argue with the rebbe, and the other 2 will argue with each other, and they will miss out what the rebbe has to say. And this will lead to not understanding the laws properly. (Chagega 11b)
So the Talmud asks, why don't you do this for the entire Torah? Why only forbidden sex? And it answers that since stealing and sex a person craves very much, therefore he can easily mess up and legalize that which is really forbidden, so we must always make sure he listens to the rebbe. So the Talmud asks, "then why don't you do this for gezel (stealing)?" And it answers that gezel is a big lust only when the opportunity presents itself, (So when the lust is not there you can think straight), but when it comes to sex forget about it; (your mind is a constant mush). And now you know the rest of the story (with the orthodox gays). (Click Sep 3, 2012)
And now let's see Makkos 23b. G-d forbade us from eating (drinking) blood (Devorim 12). "Just like blood, which a normal person is disgusted by it, if you don't drink it you get rewarded (Because you're listening to the Torah), how much more so gezel and forbidden sex, that there is a great lust for it, if you hold yourself back (Because the Torah said so) you will be rewarded for your generation, and the next, and the next, all the way till the end of generations."
Let me just add that today's days, 2012, with all the dirty media out there, and all the office problems; anyone who holds himself back from looking at all this and he runs away from women, it is impossible to imagine how great his reward will be. The Satan is just about to get slaughtered (When Moshiach comes), and he's pushing the throttle to the max ever. After he dies the reward will not be the same. (Click Mar 24, 2011)