Here is what Jesus told Nicodemus: "I tell you the truth, no one can enter the kingdom of God unless he is born of water and the Spirit." --John 3:5
Several people have told me that the above scripture has nothing to do with water baptism. They believe that Jesus was talking about childbirth when He said 'born of water'. Others say that it just does not make sense for Him to be telling Nicodemus that he cannot be saved unless he is given birth to.
In Mathew 28:19, Jesus told His disciples in the Great Commission to make disciples of all nations, baptizing them in the name of the Father, of the Son, and of the Holy Spirit.
There are disagreements as to what is actually meant by baptism. Some believe that we are baptized by the Holy Spirit when we accept Jesus into our lives. Others believe that the act of being totally immersed under water has the power to enable someone to enter the Kingdom of Heaven.
John the Baptist said, "I baptize with water, but one is coming who will baptize with the Spirit." Also, the thief crucified with Jesus is often mentioned during discussions on baptism. Jesus told the thief that he would be in Paradise with Him that day! It is generally thought that the thief had not been baptized with water. However, I'm not certain that the thief had not been baptized with water at some point, either while he was in prison or sometime before.
I think we should be baptized with water. It symbolizes our rebirth and our being baptized with the Holy Spirit. Jesus was baptized with water. I believe that His actions are a good example for us to follow. IF POSSIBLE, go ahead and be completely immersed under water. But keep in mind that there may be certain circumstances such as health problems for example, which could prevent someone from being placed under water.
What if someone is on their "deathbed" taking their final few breaths? What if for example, someone is at their execution when they decide to place their life and their soul in the hands of God? Most likely they will not have a chance to be placed under water to be baptized. Thankfully, according to John the Baptist, Jesus baptizes with the Spirit. Ultimately, it is between God the individual.