So do we. The sacrament of confession doesn't replace going to God and telling him you're sorry, in fact, if you haven't done it already, it's right there in the middle of the sacrament.
The issue is, what else did Jesus provide for us?
It's interesting to me that evangelicals now talk about having "accountability partners". They've come full circle -- an "accountability partner" is a big part of what a confessor does.
I think my idea of self-administered baptism might catch on with the “sinner’s prayer” preachers. The ones who save people with the “sinner’s prayer”. They could turn the gospel into 2 steps (instead of one).
1. Say prayer
2. Go home and baptize yourself.