Baptism - What is it?
Simply put, baptism is a sacrament that works to "quicken, strengthen and confirm our faith." John Wesley liked to refer to it as a "means of grace" whereby we are changed from the inside out. One author refers to it as an "outward sign of an inward grace." So, what does this all mean?
When one decides to take part in baptism, they are recognizing Jesus as Lord and Savior in their life and imitating Jesus' example, as He was baptized as an example for us to follow (Matthew 3:13-16). Participants in baptism aren't doing it behind closed doors or in the privacy of their own home but are publicly proclaiming their belief in front of the whole church. And this is where God can begin to work.
Oftentimes, as this means of grace works in one's life (coupled with a regular participation in the Lord's Supper), our lives begin to take on "new life" as God continues to work in and through us. While there is nothing "salvific" in being baptized (you aren't saved simply by the act itself) there is power as God's redeeming grace is spread over us.