I'm late to the game here, but I'd offer that philosophy - as conceived of in the ancient schools - was always meant to be lived. One chose a school (or took a more eclectic approach as I'd argue Cicero does in certain ways), and lived one's life in accordance with what one learned from one's teacher and one's school: Stoic, Peripatetic, Platonic, Skeptic, Epicurean, etc. As time went on, "religion" moved into that sphere - I'm thinking especially of Christianity, Islam, Buddhism (although some call that a philosophy - depends on the flavor I suppose), especially when those major religions got the imprimatur of government authority... like when the Roman emperor decided it would behoove him to have one emperor, one religion, one empire kind of thing. Later, philosophy became (in the popular and academic mind) a "subject" one studied apart from living one's life. In more recent time, the ancient schools - I'd argue spearheaded by "Stoics" (and, yes, I'm putting it deliberately in quotes) - have seen a revival of sorts, including philosophical counseling. Our little corner of the internet is one of the ways Epicurus' philosophy is part of that renewal, revival, and renaissance.
As far as ...
As 21st-century Epicureans, how do you integrate it into your daily life? Is there any particular structure or set of practices involved?
I try to incorporate the personal responsibility of choice/rejection in light of pleasure/pain. I try to keep perspective when it comes to the temporary nature of pain (NOT always easy in the moment!!). I try to ingrain VS35 in my thinking:
35. Don't ruin the things you have by wanting what you don't have, but realize that they too are things you once did wish for. οὐ δεῖ λυμαίνεσθαι τὰ παρόντα τῶν ἀπόντων ἐπιθυμίᾳ, ἀλλʼ ἐπιλογίζεσθαι ὅτι καὶ ταῦτα τῶν εὐκταίων ἦν.
I even have it hanging inconspicuously on my office door at work.
If I'm thirsty, and convince myself that I need to have soda, beer, or whatever, might that also be an example? After all, very often a glass of water will do just fine.
On this point, yes, water would quench your thirst. But if the soda, beer, or whatever doesn't cause undue hardship to acquire or provide more pain than pleasure, I truly don't think Epicurus has any injunction against choosing that option. I regularly go back to the idea that Epicurus - on occasion - would limit himself to just enough simple food to gauge what amount it really took for him to live pleasurably, to be happy, so he would know that IF it was necessary to live on that amount, he could do it. Given whatever circumstances might come up in his life, he was confident in his ability to find pleasure IF it came down to it by experimenting from time to time in this way. I'm utterly convinced he did NOT live this way all the time.
As others have mentioned, Epicurus took part in commemorations (rituals) of his own birthday, his family's, his friends, and took part in the large city festivals regularly. I think you can also incorporate an Epicurean mindset when taking part in holidays - even if you attend church services as pro forma with family. Epicurus and the early Epicureans took part in rituals and processions and other civic affairs that paid homage and sacrifice to the gods; but I'm convinced they were not (mentally) taking part the way most in the crowds were participating. They saw the gods differently, but could take pleasure in the festivities and even the sacrifices which were a part of every civic festival. So, enjoy our (American) secular festivities like Thanksgiving, or "religious/secular" events like Christmas.. but feel free to put your own Epicurean spin on things even its only to yourself.