Yes, I have and in fact most of us have probably encountered this dilemma at some time in our lives. Even the Apostle Paul said, "I do not understand what I do. For what I want to do I do not do, but what I hate I do" (Romans 7:15).
Why is this? One reason, frankly, is because we like to run our own lives, and we even enjoy doing what is wrong. Satan makes sure that sin looks attractive! Even when we feel guilty and know we ought to be living differently, we still enjoy sin's pleasures and don't want to let them go. We ignore God's warning that sin never leads to lasting happiness; the Bible says, "He who loves pleasure will become poor" (Proverbs 21:17).
But there is another reason why we have trouble breaking free from things we know are wrong. It is this: Sin is like a harsh master who owns us, and we are its slaves. Jesus warned, "I tell you the truth, everyone who sins is a slave to sin" (John 8:34). Even when we want to break away from sin's hold, we find we can't not completely.
This is why we need Christ, for only He can forgive our sins, and only He can free us from sin's stranglehold over us. When we accept Him, He comes to live within us and help us by His Holy Spirit. Don't stay on your old path any longer, but by faith ask Christ to come into your heart and change you beginning today.