The advice is personal and related to my own experiences and those of some of my friends who also feel quite strongly about this topic.
Firstly, take the words of St Philip Neri to heart:
He who does not go down into hell while he is alive, runs a great risk of going there after he is dead.So use the fact you have been a lustful sinner to remind yourself that it is a miserable, unsatisfactory existence and that it is no model for Christian perfection. Get to Confession, if you've not been over this and fulfil the criteria for a good confession.
Now you've made a resolution, deal with lesser habitual activities you've built up over the years; the way you look at complete strangers, the sentimental attachments to certain mannerisms you find attractive in others, thinking about sex. And the best way to do this is to think upon the Crucifixion and ask yourself "did Jesus really die for me to behave like this?"
Make sure you have absolutely no trust in yourself and be light hearted about it. We are all like rescue dogs whose previous owners never properly house trained them. Trust your new Master to turn you around.
When faced with serious temptation, flee it by making a quick prayer to Our Lady and removing yourself from the situation.
When faced with the garbage that has been dredged out of the recesses of your brain in a dream. Remember it is garbage and don't dwell on it. Occupy yourself with something. Find some good act to perform (like phoning an aged relative) that will take your mind away from this.
Never act on a sexual thought by elaborating it or by turning it into a word or deed, and if you do, go to Confession. Keep a rosary to hand at all times, just holding it helps.
Get to know the Psalms, 24 is a favourite...
The sins of my youth and my ignorances do not remember. According to thy mercy remember thou me: for thy goodness' sake, O Lord.If your are led to believe that sexuality is a good thing ask yourself just who in the Bible made use of their sexuality for good. The only answer I can come up with is the widow Judith who seduced Holofernes in order to kill him and prevent worse atrocities taking place. This righteous woman was then well aware that she had forfeited the right to re-marry after doing this necessary but devious act and lived a devout celibate life afterwards.
The Lord is sweet and righteous: therefore he will give a law to sinners in the way.
He will guide the mild in judgment: he will teach the meek his ways.
All the ways of the Lord are mercy and truth, to them that seek after his covenant and his testimonies. For thy name's sake, O Lord, thou wilt pardon my sin: for it is great.
Who is the man that feareth the Lord? He hath appointed him a law in the way he hath chosen.
If you are led to believe that sexuality is God given and "the way your are made" and perhaps something you have to suffer through living a celibate life, please meditate on the nature of your suffering. If chastity is making you suffer the pangs of withdrawal from sexual activity or causing serious temptations to rise up in you, see this as part of your purification and desire more strongly to pass through this fire, not to linger in there forever. Is the fire producing good works in you? Is it increasing your joy in the Lord? Is it helping you overcome other little issues (speeding in the car, eating too much, badmouthing others....)? If not, then you need releasing from the fire and pray with confidence that you will be.
And if within marriage you are struggling with continence, here is some advice from the gentlest of 17th Century Spiritual Manuals: The Sanctuary of the Faithful Soul by Louis de Blois
Perchance thou wilt reply: "I have a wife what then shall I do?" I answer, use thy wife chastely: do nothing forbidden by the law of God. If thy desire is to have children, be careful to restrain thyself within lawful bounds. Remember that thou are rational man, not a mere animal. Happy is the truly spiritual man, who sometimes to find by experience how far heavenly and divine pleasure exceeds mere earthly and carnal delight. Happy indeed is that man who, looking at the glory of the flesh and all the pomp and dignity of this world with enlightened eyes, acknowledgeth it to be all nothing; for truly, is it not like a poor hedgerow flower, soon to wither and die?Then again, just ignore my advice, I'm just a nutter on a crusade to reclaim the Temple of the Holy Spirit for its rightful Owner.