Imagine if you went to the DMV to take the test to receive your driver's license. When asked certain questions during your drive test, you said to the instructor, "Instead of following all your little laws and signs, I think I need to learn from my mistakes as a driver. In the end, it will make me a well-rounded person. Why should I conform to what side of the road you want me on when I can make up my own mind?"
Needless to say, you'd be taking the bus home from the DMV.
Just as we are not able to create our own laws on the highway, we are not able to make up our own private system of moral values. God has created the moral law, and he has done it for our sakes, just as the builders of highways erect guardrails in front of cliffs. Trust his plan for you, instead of assuming that you need to disobey him in order to find your identity or experience real freedom.
As David said to God in the book of Psalms, "Better is one day in your court, that thousands elsewhere." One moment living in the will of God is greater than all of the experiences you could gain by living for years in opposition to God's plans for you.
Every minute of every day, you and I have the chance to make different mistakes, and God does not take that ability away from us. But we should not rely on our mistakes to gain understanding. For example, I could cheat on my wife, and learn from that. I could get addicted to cocaine, and learn from that. I could refuse to potty train my dog, and learn from that. Just because you can learn from something does not mean that you should do it.
A wise person can examine the possible outcomes of a behavior, and use that information to make the best decision. For example, I received a letter from girl who was a great volleyball athlete at her school. She started sleeping with her boyfriend and became pregnant. She told her parents and they were furious. Her mom wanted her to have an abortion, so she ran away with her boyfriend, and they lived on the streets and slept in a cemetery. She was able to shower once a week, and barely had any food to eat. Eventually, she gave up and went home to her mom, who forced her to have an abortion. Then, her boyfriend left her and she realized she never really loved him.
Did she learn a lot from these trials? You bet. But does she wish it all never happened? She'd pay a million dollars for that. She has first hand knowledge of the consequences of her actions. But you can foresee the effects of your actions without having to do them. This is the difference between wisdom and foolishness. A reliable person tells two people that the stove is hot. The wise person trusts the information. The fool ends up with blisters on his hands.
Sin will offer you plenty of experiences, but so does refusing to sin. In fact, I think I've learned the most from not committing certain sins. I learned that God is trustworthy, and that he honors those who honor him. Who I am today is shaped by a million things. But when I die, the one thing that I want to have shaped me the most is God's will. Therefore, if you desire wisdom, go to God. If you want to know yourself, come to him. He knows you better than you know yourself.
So trust me, if I am a stable person, it's not because of my sins. It is because I stopped them, never went back to them, or never started them. Take, for example, Mother Teresa. To me, she was stable and saw life in with great perspective. This was because she knew that life was not worth living unless it was lived for others. She did not learn this from turning from God, but by turning to him, and looking at all of reality in His light.
When you draw near to God, and you embrace his will in your life, he will not diminish your personality. In fact, I believe that sainthood is the full flowering of human personality. To be a saint is to be in full bloom of who you were created to be. When we distrust God's plan for us, we never reach our full potential. We're like the seed of a gorgeous flower or enormous oak that never reached out of the soil.
Who you are is shaped by your choices, and who you become shapes the choices you make. Therefore, choose wisely.