St. Sebastian

"He would tie her naked to a stake and shoot her full of arrows like Saint Sebastian." (Orwell 15).

Saint Sebastian was a Saint who was killed for just being a Christian. When it was discovered he was a Christian, he was shot with arrows and left for dead. When his body was found however, he was still alive and was then nursed back to health. He was then beaten to death on the Emperor's orders.
Winston says here that he wants to kill Julia like Saint Sebastian was killed. He does not yet love her, and does not know that he ever will, although as we know it is forthcoming. She will remain alive and healthy no matter how much Winston hates her at the time, and, like Saint Sebastian, will make a comeback in his life.
Saint Sebastian was killed like many members of the Party are in Big Brother's London, in the year 1984: just for believing what they believe. A belief in Big Brother is like a belief in God in those days; all of the religious energy is transferred to Big Brother as well as the patriotism. He is an idol in all ways. If one does not believe in Big Brother and his benevolence, does not love him, they will be tortured or killed like Saint Sebastian was, simply for believing what they believe.

http://www.catholic.org/saints/saint.php?saint_id=103