You can't read through the Psalter without reflecting on this gem here.
Psalm 51 is used heavily in the liturgy, and given King David's awful spiral of lust, adultery, and murder, this Psalm gives us a vivid setting (2 Samuel 11-12) to contemplate how a man so great and after God's own heart went so wrong.
First off, notice how David quickly admits his multi-faceted wrong. He doesn't say, "Change my circumstances." He says, "Change me." He says this because his evil self, the natural self which doesn't have God's renewing Spirit, is conceived in sin and is rotten to the core.