I was young when I was baptised, so I don't recall anything spectacular. I hope those who were baptised as adults will chime in here.
I think it is important to see such quotes as that of St. Theophan in the proper perspective. Although there are some stories of miraculous changes occuring in the lives of believers after their baptisms, usually when one is baptised in the Orthodox Church, one may very well have the same passions and problems and other such things one had before the baptism. In fact, the temptations may get worse. This does not mean that nothing was changed. On the contrary, a magnificent change has occurred, an unspeakable change. God forgives all your sins, and infuses divine life into you. He seals you with the Power from on high, and feeds you with the Body and Blood of Christ. You die with Christ, and rise with Him, participating in the mystery of His death and resurrection in a unique way. You become a child of God, incorporated into Christ's Body. I can't even write it down, because it is beyond me. It is literally like night and day, like death and life. Just as the Eucharist is the Body and Blood of Christ, even if it looks like bread and wine, so a change has occurred in the man or woman who is baptised, even though they look the same as before, even though they still have the same sinful habits and tendencies. This should not grieve us or scandalise us or make us think baptism is useless. We are the better for it, for we are better equipped to fight. You do have something to look forward to, you do have reason to hope, even if outwardly nothing seems to change.