Thought I would just add a quick thought.
The reoccurring theme seems to be "denying what I want" as denying self. I think this is misguided.
When someone is born again, they become new. I think the thing being missed is that when we are born again our desires and wants become aligned with Jesus. So we can say, I am a Christian and I do as I please, because in sanctification God works in us both to will and to do of His good pleasure.
Self denial is deeper than "saying no". It is putting off the old man completely in death. Our identification by faith with the death and resurrection of Jesus is the finished work that puts off the old self. We are dead, hid with Christ in God.
Self denial is death. The old self is denied and the second clause of the call can never be neglected, taking up our cross - upon which the old self is crucified with Christ, and it is no longer I that lives, but Jesus living in me.
Jesus crucifixion is also ours; His resurrection is also ours; His ascension is also ours. Jesus is our substitute completely before the Father so that the old man can be truly crucified. We reckon this so in faith and, walking in the spirit, we live it out practically. When we are joined with the Lord, just like in physical marriage where two become one flesh, our spirit and the Holy Spirit are joined together in union - he that is joined to the Lord is one spirit.
So I guess my point is that self denial is, in Jesus estimation, a denial of self that leads to crucifixion and death - at which point there is no more self to deny and our wills and desires are bound up in the will of God in newness of resurrection life.
The Holy Spirit makes this real in the believer as he walks sensitive to, and in obedience to His leadings. The "saying no" to self is only an issue if a person again walks in the flesh, and the "self" they assume they are denying is actually just the desires of the flesh reanimated by law and temptation. Jesus was tempted in all points as we are, and just about every situation we find ourselves in Jesus has had a counterpart to in His life, and will help us stand up under them. He is a faithful friend, high priest, and redeemer.
To deny self is to crucify it, so it can be a different "I" that lives, "Christ in you, the hope of glory". It's a mystery that was hid for ages and generations until Paul was given the grace to articulate it. Before Jesus, the fathers of our faith (Moses, Enoch, Abraham, Jacob, David, etc.) had to learn the ways of the Spirit through many hard knocks and deep lessons - our way has been completely sign posted by Paul. Praise God.
Anyway, to reduce denying self to "saying no to what I want" is to completely remove the new birth, regeneration, sanctification, the Holy Spirit, Jesus and honestly, the entirety of the redemption found in Jesus.
To be a new creation in Jesus is to be brought into the first fruits of the entirety of new creation - the kingdom of God within us now, and soon to be fully realized in the earth when Jesus returns. It is putting off everything that has to do with the old, fallen creation, and putting on the new man, created in Jesus in righteousness and true holiness. This means not only things pertaining to our egocentric views that revolve around our little sphere of existence, but everything in the fallen world and it's system.
The actual, and most pervasive error in these last days is the ignorance of new birth and the experience of encountering Jesus both as He comes to us in revelation and reveals Himself within. Paul experienced Jesus both outwardly on the road in His conversion, and inwardly as Jesus revealed and formed Himself within by the Holy Spirit. Sadly, almost no one in these last days has had either experience with Jesus Himself, and settle for philosophy and soulish explanation, thinking this is the same as possessing Jesus and His life within, ie. Salvation. This is why so much of the soul (mind - mental gymnastics) is thought be spiritual revelation (inward, intuitive knowing and walking). God is Spirit, and those that worship Him must do so in Spirit and in truth. Definitions and explanations cannot teach this the truth of denying self and taking up our cross, only spiritual experience can do this, and when we are strengthened in our inner man, our spirit, the soul (ie. Mind) can be brought into line with our spirits and we can only then articulate what this truth actually means. Inner to the outer, not vice versa.
But that's just my feeble two cents, and my view has always been heralded as to lofty for anyone to actually attain (and it is, which is the point - only Christ in you can attain it) - whether or not it's in the Bible. Jesus commanded spiritual perfection, and for us to do any less is to fall short of His glory.
This is another portion of truth where I feel sometimes like my Bible must be different than most peoples...