2nd Chronicles chapter 25. 

Although King Amaziah of Judah turned away from the Lord later in his reign, prior to that, he did something I was proud of. He was confronted for purchasing 100,000 Israelites for a battle and told not to involve them because God was not with Israel. His answer was, but I already spent a lot of money for the hundred thousand to join us. He hated to give that up, but he did give it up.
Some people get so deep in sin that they feel they can't get out, or God won't accept me now, or they hate to lose all they gained and invested in their life without God. Many won't or aren't willing to forfeit all the things of the world so they can have the God and creator of the world.
But I was proud that Amaziah gave it up and did what was right. Unfortunately, later, he turns around and follows the gods of his defeated enemies.
Don't ever feel you're in too deep. May we always be willing to give up anyone or anything that hinders our walk with God.