Baptism is the Bible way of responding to Jesus' call for you to become His disciple. Faith saves you; baptism is your first step of obedience to your new Master, if you will.
Notice Jesus' last words to His followers: "Go into all the world and preach the good news to all creation. Whoever believes and is baptized will be saved, but whoever does not believe will be condemned" (Mark 16:15). Pretty strong, isn't it? "Therefore go and make disciples of all nations," Jesus told His disciples, "baptizing them in the name of the Father and of the Son and of the Holy Spirit" (Matthew 28:19).
While faith is what saves you, baptism is pretty closely associated in the Bible. Except for the thief on the cross, there is no record of an unbaptized believer anywhere in Scripture. So if you want to be a follower of Jesus, then baptism is the first step after praying to give your life to Him. If you claim to be a follower of Jesus but have put off being baptized, how do you know you aren't fooling yourself? Jesus' disciples put the highest priority on doing what He said to do.