When we think of idolatry, it's common to think of inherently religious things, like actual carved idols, or even immaterial gods. What is not so common to think of is our favorite sins. Yet, these sins are, indeed, idolatry. Idolatry, far from being as simple as bowing to an image, is actually submission to anything rather than God. In that sense, all sin is, in fact, idolatry.
We see this in other areas. What is it called when a man presents himself to a woman as he would to his wife? It does not matter if she is his neighbor's wife, a prostitute, a porn star, or even if she, herself, is doing nothing wrong, yet he looks at her with lust. Jesus says this is adultery (Matthew 5:28).
The same is true when we submit ourselves to sin. Any sin. Jesus tells us that if we sin, we are a slave of sin, yet should we not instead be a slave of Christ? But we submit ourselves to all sorts of things as if they were our gods. Money, power, food, sex, these are all things which should be good. It is good to have money, because it enables you to steward it wisely. It is good to have power, because it enables you to have good influence. It is good to have food, it keeps you alive, and provides enjoyment. Even sex, which is by far the most easily abused in this (by no means extensive) list, is good. When it is enjoyed in a Godly manner.
But it is so easily abused. Though God sees sin as sin, and all of it worthy of death, sexual immorality is presented as a particularly nasty one. Paul tells us we should flee it because "every sin that a man does is outside the body, but he who commits sexual immorality sins against his own body" (1 Corinthians 6:18). Sexual immorality truly is a devil. But as Denis de Rougemont once said, it ceases to be a demon when it ceases to be a god.
Which will you serve? The Lord, or sex? When you serve sex, it truly is the devil Paul describes. It is a sin against your own body. It becomes an endless hunger. An empty addiction. It cheapens relationships, because we see bodies rather than souls. It destroys relationships, because even if we do not cheat, we compare our current partners to our previous ones, and judge them on their performance. It produces selfishness, and even anxiety, and many sexual acts even carry negative health effects.
Yet, when we submit ourselves to God instead, Satan himself fears it. When enjoyed in a Godly manner, it becomes a beautiful gift. An expression of love between a man and his wife. The two become one flesh, as was intended in Eden, and it ceases to become the selfish pursuit of pleasure. It is a devil no more, because it is an idol no more. Therefore, choose whom you will serve. Your God, or your idols. The one you choose will reward you appropriately.