One way in which we develop that intimacy with Christ is through prayer. Many people only see prayer as a way to get something from God. It's certainly true that God gives abundantly to His children as a result of our requests. In fact, He's able to give us abundantly far above anything that we could ask or even think of asking. But prayer is so much more than obtaining what we want from Him.
Prayer is the communion of two hearts.
It's our communicating with God the intimate things of our lives, and His communicating with us the deep things of His heart. Too many of us are defeated in our Christian lives because we've had the wrong understanding of what prayer really is. Such a shallow view of prayer can only lead to defeat. We can't run in and out of the presence of the holy, almighty God as we would run into a department store with our shopping list. Any healthy relationship takes time.