"In the early morning, while it was still dark, Jesus got up, left the house, and went away to a secluded place, and was praying there." Mark 1:35 (NASB)
You often hear people talk of "praying as you go". Prayer of course doesn't have to be something that we do in the traditional fashion of kneeling by the bed or sitting cross-legged with hands folded, heads bowed and eyes closed. Because the Spirit of God is always with us we can just as easily pray as we go. As we're driving to work, exercising, cleaning, resting, running errands, etc. I've long been a proponent of this model largely because it fits well into my personality of restlessness and need for constant movement.
As I read Mark 1:35 this morning I was reminded of the model that Jesus Himself gave us as He carved out specific time for communication with His father. One could never argue that Jesus wasn't constantly connected to the Father but even still He made special time, alone time, intentional time to pray.
It can certainly be said that this special time that Jesus set aside paid huge dividends in His life and ministry. The same could be true for us. If our conversation with God is casual and sparse we can expect results on the same level. However, if we long for an intense white hot relationship with God then we must set aside time to cultivate that level of intimacy through prayer.
There is nothing wrong with "praying as you go" but I would suggest that we are unable to sustain lasting and growing intimacy if this is all that we practice in our prayer lives. Learn to set aside extended times of prayer, perhaps just a few minutes of uninterrupted prayer is all you can currently manage currently, but that's certainly a start towards our goal of deeper intimacy.
Be encouraged and keep moving forward.