Hebrews 9:24: "For Christ did not enter a holy place made with hands, a mere copy of the true one, but into heaven itself, now to appear in the presence of God for us;"
1.) His first coming was to save us from the penalty of sin
2.) His present intercessory ministry between us and God is to save us from the power of sin
3.) His second coming will deliver us completely from the presence of sin.
Thoughts paraphrased from The MacArthur Study Bible, NAS
In other words: His first coming saved us from hell; His present work, made possible also by the indwelling of the Holy Spirit, saves us from the power that sin had in our lives; His future coming will, once and for all, free us from sin completely--whether in our lives or the world around us.
Like I said, no new thoughts here really, just awesome to think of what God did, is doing, and has yet to do. He didn't come 2000 years ago and then leave us on our own to figure things out. His ministry is on-going and alive! Praise God!