Such a great question!
I think when you’re trying to keep yourself for marriage or be celibate and you’re dealing with strong sexual urges, the first thing you need to do is understand them. What brings those urges on? Is it a conversation you’re having with a certain someone? Or a show you watch? Or the kind of conversations you entertain? I’ve had guys tell me I’m the worst flirt, because there are just some conversations I just cannot entertain at this point lol. All those ‘what are you wearing?’ and ‘do I turn you on?’ questions will be met with blank stares and ‘boy,bye’s, because I can’t afford to entertain the kind of conversations or men who will cause me to compromise my standards. lol
And yes, my mind wanders like everyone else – I’d be worried if it didn’t – but it’s about consciously making the effort to always bring your thoughts back to home base. Paul tells us in Philippians 4:8:
Finally, brothers and sisters, whatever is true, whatever is noble, whatever is right, whatever is pure, whatever is lovely, whatever is admirable—if anything is excellent or praiseworthy—think about such things.
Every time you start to feel the urge to start dwelling on sexual things, refocus your mind on any of such things – chiefly God’s Word.
The last bit of advice I’ll give is this: just because you feel a certain way doesn’t mean you have to act on it. Just because your friend pisses you off and you feel like slapping her, doesn’t mean you actual do lol. A big part of our faith – and even of being human – is practicing self-control and not succumbing to our emotions and how things make us feel at any given time. Proverbs 25:28 says:
A man without self-control is like a city broken into and left without walls.
Lucky for us, self-control is one of the fruits of the Spirit that God cultivates in everyone who draws near to Him. The fact that you don’t want to succumb to your urges says you’re on the right track. Keep working at being disciplined and self-controlled and refocusing your mind every time the urge comes up 🙂