In the world...
Jesus explicitly left the disciples in the world. Christianity is not an escape from the world. On the contrary, we are sent into the world. We are here for a purpose.
Most of the material on the church's disciple-making mission is on the Making Disciples Like Jesus site.
Jesus also said that the disciples were not to be "of this world" - in the world but not of it. Christians are to be different, having a different set of values, priorities etc.. That is what holiness is about. We are first and foremost citizens of heaven but on mission in this world.