Since then we are delivered from our misery, merely of grace, through Christ, without any merit of ours, why must we still do good works?

Because Christ, having redeemed and delivered us by his blood, also renews us by his Holy Spirit, after his own image; that so we may testify, by the whole of our conduct, our gratitude to God for his blessings, (a) and that he may be praised by us; (b) also, that every one may be assured in himself of his faith, (c) by the fruits thereof; and that, by our godly conversation others may be gained to Christ. (d)

(a) Rom.6:13 Neither yield ye your members as instruments of unrighteousness unto sin: but yield yourselves unto God, as those that are alive from the dead, and your members as instruments of righteousness unto God. Rom.12:1 I beseech you therefore, brethren, by the mercies of God, that ye present your bodies a living sacrifice, holy, acceptable unto God, which is your reasonable service. Rom.12:2 And be not conformed to this world: but be ye transformed by the renewing of your mind, that ye may prove what is that good, and acceptable, and perfect, will of God. 1 Pet.2:5 Ye also, as lively stones, are built up a spiritual house, an holy priesthood, to offer up spiritual sacrifices, acceptable to God by Jesus Christ. 1 Pet.2:9 But ye are a chosen generation, a royal priesthood, an holy nation, a peculiar people; that ye should shew forth the praises of him who hath called you out of darkness into his marvellous light: 1 Pet.2:10 Which in time past were not a people, but are now the people of God: which had not obtained mercy, but now have obtained mercy. 1 Cor.6:20 For ye are bought with a price: therefore glorify God in your body, and in your spirit, which are God's. (b) Matt.5:16 Let your light so shine before men, that they may see your good works, and glorify your Father which is in heaven. 1 Pet.2:12 Having your conversation honest among the Gentiles: that, whereas they speak against you as evildoers, they may by your good works, which they shall behold, glorify God in the day of visitation. 1 Pet.1:6 Wherein ye greatly rejoice, though now for a season, if need be, ye are in heaviness through manifold temptations: 1 Pet.1:7 That the trial of your faith, being much more precious than of gold that perisheth, though it be tried with fire, might be found unto praise and honour and glory at the appearing of Jesus Christ: (c) 2 Pet.1:10 Wherefore the rather, brethren, give diligence to make your calling and election sure: for if ye do these things, ye shall never fall: Matt.7:17 Even so every good tree bringeth forth good fruit; but a corrupt tree bringeth forth evil fruit. Gal.5:6 For in Jesus Christ neither circumcision availeth any thing, nor uncircumcision; but faith which worketh by love. Gal.5:22 But the fruit of the Spirit is love, joy, peace, longsuffering, gentleness, goodness, faith, Gal.5:23 Meekness, temperance: against such there is no law. (d) 1 Pet.3:1 Likewise, ye wives, be in subjection to your own husbands; that, if any obey not the word, they also may without the word be won by the conversation of the wives; 1 Pet.3:2 While they behold your chaste conversation coupled with fear. Rom.14:19 Let us therefore follow after the things which make for peace, and things wherewith one may edify another.