The Importance of Being Righteous

In Romans 3 it talks about this question. If you're in Rome and you're following Jesus does that mean you're better than they are? That's verse 9. And then he says no and no wise for we have before proved both Jews and Gentiles that they are all under sin. In other words we're all going to fall short but yet we're here, we're in Rome but don't be like them. So how do I walk this tightrope of being in a world where everyone's doing Roman things and yet I don't?"