While being surrounded by material things we strive to be happy. We keep earning money, buying things, visiting new places in hope that one of those thing will make us happy. Unfortunately it doesn't. It's no surprise though. We are made by God! We bear in ourselves His "signature", His mark, we are made by Him and for Him! Therefore we cannot and will not be satisfied by anything. Not even the greatest of creations can make us happy. Only the Creator Himself!
Some people think they can "make" their own realtion to God by themselves, they even try to do it. That's a big mistake! We can't! Why? Because the Lord Himself wanted the Church! Even more! He made Church His Body! Therefore if someone rejects Church and tries to remain united with Christ acts as someone who tears apart head from the rest of the body and wants to have just the head. That's not how it's supposed to be!
Among many things helpful in our relationship to God, seven are of uttermost importance - the Sacraments. In those seven sacred signs we receive grace of God. There is no better, safer, more sure way of coming close to God than those seven sacred signs - Sacraments. Two of them we can receive almost as often as we wish to: Penance (no limits!) and Eucharist (attending to Mass - no limits; receiving the Holy Communion - twice a day, but the second time must be during the Mass). We should receive them often! If possible (both physically and ethically - no grave sin) we should receive Eucharist even every day. There's no bigger unity with God than by the Holy Communion!