"I pray not that Thou shouldest take them out of the world, but that Thou shouldest keep them from the evil. They are not of the world, even as I am not of the world. Sanctify them through Thy truth; Thy word is truth." John 17:16-17
If God wanted us to be removed from the world when we got saved, that's how it would be, but that is not the will of God. It is the will of God that we remain in the world, but not influenced by the world to go against the teaching of scripture. There is a way to be in the world, work at a job, have a family and friends and not be corrupted by the world. That is to be sanctified by the truth.
If anything, you and I should be revealing God's economy to the world, by our participation in the church and our dis-interest in the things of the world. If we would stop buying all the paraphernalia that the world system proffers we would have much more money and the world would be seeking a better way. But we are constantly spending our money on the vices that are of the world. Jesus says we are not of the world. That should resonate with you. You are to set an example of what is acceptable and what is not and the best way is with your purchasing power. If you don't buy it, (all the things that are against God and have no real purpose in the life of a Christian), don't worry, it won't be long and what was being sold will change.
You can have a wonderful life, full of adventure, filled with excitement and all the while serving God. You can live right, follow Christ and keep your job. You can have morals, tenets of faith, be a family man/woman and still have a great time. You can raise your children to do the same and deny them the right to participate in evil devices and all will work out just fine.
You are sanctified by the truth. It will always be that way. God's wonderful standards are for our benefit and for the benefit of those around us. Purity is enlightenment, not a fun stealer. Holiness is exciting, not a desire buster. Following Christ is an unparalleled adventure, not a stiff and religious way of life. Maybe you've been reading the wrong books.