The greatest gift you could ever receive is God's gift of salvation. We do not deserve it and it is costly to God, however it is transformational and brings Him glory.
In this Psalm David runs to God because he trusts in His wisdom, strength, ability and willingness to protect. How can a holy God be a safe place for sinners? The only reason this could be possible is if God is our saviour (pays the penalty for our sin). God saved us from the penalty of sin, and then sanctifies (salvation is not just forgiveness but what God wants to work in our lives. That in everything we will obey God).
When we receive the gift, we begin to recognize God's goodness and our values start to align with His. This can be seen in how relationships change (re-evaluate old ones, seek new ones). We gain the Lord as our counsellor.
In response, David says he sets the Lord before himself always. Remembering that we are secure with God, we have nothing to fear. A saved life will be one with joy even in tough circumstances.
The goal of salvation is to keep Jesus' soul and body from decay (Acts 2:29 and Acts 13:26 show that this Psalm was prophetic). We gain the gift of resurrection.
Not only do our earthly lives change, but we also gain everlasting life.