Yes, we are (assuming it's what the Bible means by baptism...) Some pertinent passages are: Acts 2:38, 22:16, Col. 2:9-15. Also, the phrasing in Acts 22:16 leads us to passages such as 1 Cor. 16:11, Eph. 5:26, Tit. 3:5, and Heb. 10:22.

If so, does that include all future sins we may commit? Or are we, as Christians, exempt from the effects of post-baptism sin?

Not really either of those. Forgiveness of "future sins" or "post-baptismal sin" is available to Christians, but not inevitable or irresistable. James 4 deals with several possible errors that Christians may engage in, requiring repentance and prayer (4:8-10, James cleary addresses himself to Christians, not the unconverted, James 2:1). While John writes that sin is inconsistent with the nature of the child of God (1 John 3:4-6), he also writes that we (Christians) have an advocate with the Father (1 John 2:1) and that if we confess our sins they will be forgiven (1 John 1:8-10). He says first that the blood of Jesus purifies us from all sin (if we walk in the light, 1 John 1:7) and then that if we do sin we can be forgiven through admitting it, because Jesus acts as our defender, speaking for us before the Father. So, when we are baptized we are forgiven of sins we have committed, and we enter into a relationship in which sins can be forgiven. Baptism, the burial and resurrection, the new birth, is not just about dealing with past sins (John's baptism did that for Jews, Luke 3:3) but also about establishing a new relationship with God in which sins can be forgiven (but not inevitbly or irrestistably, only with our acquiessence). The Holy Spirit as our counselor and helper is promised in Christian baptism
(Acts 2:38) which was not true of John's baptism. He assists Christians in their weakness (Romans 8:26-27) so that Christians can have assurance of forgiveness, not always wondering for example, "did I forget some sin and neglect to pray for forgiveness?" God's forgiveness is ongoing, purchased by the blood of Jesus, made effective through the working of our helper the Holy Spirit and our defender Jesus, as long as we "walk in the light" and admit our needs.