1 Thes. 5:4-11 (ESV)
But you are not in darkness, brothers, for that day to surprise you like a thief.  For you are all children of light, children of the day. We are not of the night or of the darkness.  So then let us not sleep, as others do, but let us keep awake and be sober.  For those who sleep, sleep at night, and those who get drunk, are drunk at night.  But since we belong to the day, let us be sober, having put on the breastplate of faith and love, and for a helmet the hope of salvation.  For God has not destined us for wrath, but to obtain salvation through our Lord Jesus Christ,  who died for us so that whether we are awake or asleep we might live with him.  Therefore encourage one another and build one another up, just as you are doing.
So then let us not sleep as others do, but let us keep awake and be sober. What does it mean? Keep awake and be sober. At the bottom of this it is hold on to the faith. Faith waits for Christ, it hold’s vigil. It doesn’t fall asleep, and get tired of waiting. Faith stays sober. Though drunkenness is a sin that is rightly condemned in the Bible, here sobriety isn’t exactly what the local temperance society is recommending. In fact it may be quite the opposite. I find it fascinating that the desire to impose temperance on others is almost always accompanied by the worst heresies whether it be Wesley’s Perfectionism, now days the holiness movements, Islam or Mormonism. They would enforce a literal sobriety upon you, as they pour the dregs of their false doctrine down your throat. Being sober here has to do with being rational about your faith, not being caught up in these enthusiasms, and chasing after a drunkenness of spirit.
Christianity is a sober faith. It isn’t about being caught up in ecstasy, mystical experiences and so forth. It really is the most sober and rational of the religions this world offers. It is rooted in an historical event. It forces one to see the reality of the world, and who they are. It shows sin for what it is. There are no rose colored glasses with Christianity. There is only hope in the resurrection of Christ.