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It symbolizes regeneration and purification more than any other mode of salvation.  Therefore, as Pentecostals we practice immersion as our mode of Baptism.  Ephesians 4:5 One Lord, one faith, one baptism.  1 Cor 2:13-14 13 Which things also we speak, not in the words which man's wisdom teacheth, but which the Holy Ghost teacheth; comparing spiritual things with spiritual.  14 But the natural man receiveth not the things of the Spirit of God: for they are foolishness unto him: neither can he know them, because they are spiritually discerned.

Do you know that all of us who were baptized into Christ Jesus were baptized into his death? We were therefore buried with him through baptism into death in order that, just as Christ was raised from the dead through the glory of the Father, we too may live a new life.

Baptism symbolizes Jesus' death and resurrection, and our decision to partake in the benefits of His sacrifice.

Of course, Christians were commanded to be baptized in Scripture...but not until they were Christians. While there are certainly a few verses that appear to teach that baptism cleanses a person from sin, closer inspection shows that they don't. We have examples of people being saved before baptism, and that should clear things up. Certainly the thief on the cross comes to mind, as do the words of Romans 6:3-4

Baptism is a cleansing process, it washes sin from our body, because we are not physically dead, water baptism allows a person to experience a form of death and resurrection.  The water covers the body and after being raised, you once again are alive, not just physically but spiritually.  John 3:1-7

3:1 There was a man of the Pharisees, named Nicodemus, a ruler of the Jews:    2 The same came to Jesus by night, and said unto him, Rabbi, we know that thou art a teacher come from God: for no man can do these miracles that thou doest, except God be with him.    3 Jesus answered and said unto him, Verily, verily, I say unto thee, Except a man be born again, he cannot see the kingdom of God.   4 Nicodemus saith unto him, How can a man be born when he is old? can he enter the second time into his mother's womb, and be born?    5 Jesus answered, Verily, verily, I say unto thee, Except a man be born of water and of the Spirit, he cannot enter into the kingdom of God.   6 That which is born of the flesh is flesh; and that which is born of the Spirit is spirit.    7 Marvel not that I said unto thee, Ye must be born again.