"Now it came to pass in those days that He [Jesus] went out to the mountain to pray, and continued all night in prayer to God."
How would you spend all night in prayer to God? Wouldn't you run out of things to pray about, after 20 minutes, or so? The Lord Jesus Christ spoke to His Father in prayer, much like we would with a friend, with whom we were having an extended conversation.
I can imagine that times like those mentioned in the verse above were of the utmost joy for Christ. With the press of people around the Messiah all the time, it must have been a lovely refreshment to get away from it all, and commune with His Heavenly Father. Let all of us recognize that if Jesus needed this time in prayer, we (much more so) need to speak with our Father, too.
[Puritan quote of the day: "The house of God is the palace of the great King; on the sabbath God shows Himself there through the lattice." --Thomas Watson, in "All Things for Good"]