All the mainstream Christian traditions would share in common the sense that we must be faithful to God who has graciously called us and welcomed us into his coming kingdom. Even the Lutheran tradition, which perhaps wants to talk the least about "works" in the Christian life, will hesitantly acknowledge that if a person is in Christ, then his or her life should improve. The standard Protestant understanding is that salvation is "by grace alone" (sola gratia), meaning that it is strictly a matter of God's favor, not something we can earn. It is "by faith alone" (sola fide), meaning it is only because of our faith, which itself is a gift of God, "not from works, so that no one can boast" (Eph. 2:8). It is "by Christ alone" (sola Christi), and we can find no other path to God.
Where traditions differ is in how optimistic they are about how much God wants to "sanctify" us, actually make us righteous. They also differ about whether the way we live after God has "justified" us, made us right with him, has any impact on the continued state of our relationship with him. You can see the logic of some. If we are not made right with God by works, then our works cannot make us "un-right" with God either.
For the Calvinist, grace is "irresistable," so the only one who could take it away is God himself. And if God has given it to you, then why would he take it away? If God has chosen you, you will make it. You will persevere till the end. For the Lutheran, salvation is totally by faith, so while our works should improve as Christians, they have nothing to do with our salvation one way or another. In fact, even talking about them is unhealthy because it might tempt us to boast in our own goodness. Baptists have combined the Arminian sense of assurance (you can know now that you are saved) with the Calvinist sense that the elect will persevere (because God's grace is irresistable), resulting in the hybrid view that once a person is truly saved, that person will always be saved: "eternal security."
Against this general Protestant background, the Wesleyan-Arminian tradition stands out in two clear ways. First, the Wesleyan tradition is more optimistic about just how righteous God wants to make us in this life...