The Bible links baptism with the forgiveness of sins. I personally believe the Bible to be the infallible Word of God. Here are a few passages of Scripture pertaining to baptism for you to consider.
First of all, baptism is commanded by Jesus Christ for all people:
Matthew 28:18-20
18 Then Jesus came to them and said, "All authority in heaven and on earth has been given to me.
19 Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit,
20 and teaching them to obey everything I have commanded you.
(NIV)
Secondly, baptism is in water:
Acts 8:36
36 As they traveled along the road, they came to some water and the eunuch said, "Look, here is water. Why shouldn't I be baptized?"
(NIV)
Acts 10:46-47
Then Peter said,
47 "Can anyone keep these people from being baptized with water?"
(NIV)
Hebrews 10:19-22
19 Therefore, brothers, since we have confidence to enter the Most Holy Place by the blood of Jesus,
20 by a new and living way opened for us through the curtain, that is, his body,
21 and since we have a great priest over the house of God,
22 let us draw near to God with a sincere heart in full assurance of faith, having our hearts sprinkled to cleanse us from a guilty conscience and having our bodies washed with pure water.
(NIV)
Third, repentance coupled with baptism into Christ goes hand in hand with the forgivness of sin as well as the gift of the Holy Spirit, and this is promised for us today as well:
Acts 2:38-39
38 Peter replied, "Repent and be baptized, every one of you, in the name of Jesus Christ for the forgiveness of your sins. And you will receive the gift of the Holy Spirit.
39 The promise is for you and your children and for all who are far off-- for all whom the Lord our God will call."
(NIV)
Fourth, baptism is how we get "into Christ" :
Gal 3:26-27
26 You are all sons of God through faith in Christ Jesus,
27 for all of you who were baptized into Christ have clothed yourselves with Christ.
(NIV)
Being baptized "into Christ" is our participation in the death, burial and ressurection of Jesus. When we decide to follow Christ, we die to ourselves and turn away from our sins. What do you do with someone who has died? You bury them. Baptism is our burial with Christ. First we die (repentance), then we are buried (immersion in water), then we are raised up again to walk a new life with Christ (coming out of the water, our sins washed away).
Romans 6:3-4
3 Or don't you know that all of us who were baptized into Christ Jesus were baptized into his death?
4 We were therefore buried with him through baptism into death in order that, just as Christ was raised from the dead through the glory of the Father, we too may live a new life.
(NIV)
If you haven't been baptized into Christ, then I will ask you the same question Annanias asked the apostle Paul:
Acts 22:16
16 And now what are you waiting for? Get up, be baptized and wash your sins away, calling on his name.'
(NIV)
And for those who don't believe baptism is apart of God's plan of salvation, what do you think of this Scripture?
1 Peter 3:18-22
18 For Christ died for sins once for all, the righteous for the unrighteous, to bring you to God. He was put to death in the body but made alive by the Spirit,
19 through whom also he went and preached to the spirits in prison
20 who disobeyed long ago when God waited patiently in the days of Noah while the ark was being built. In it only a few people, eight in all, were saved through water,
21 and this water symbolizes baptism that now saves you also-- not the removal of dirt from the body but the pledge of a good conscience toward God. It saves you by the resurrection of Jesus Christ,
22 who has gone into heaven and is at God's right hand-- with angels, authorities and powers in submission to him.
(NIV)
It is true that we are not saved by works, but by Christ through our faith in Him, but what kind of faith? A complete faith, or an incomplete faith? A complete faith is a living faith that is seen through our actions, and an incomplete faith is simple belief that does not prompt change or action. If you are interested in studying what kind of faith God requires, read James 2:14-27. Living faith is accompanied by action. James 2 and Hebrews 11 (the Hall of Fame of Faith) make that very clear.