Like any relationship, we need to put effort and invest in our relationship with Almighty God. We must try as much as we can to build and strengthen this relationship.
Almighty God is always with us, but we have to make sure that we are doing our end in getting closer to Him.
1. We need to educate ourselves about God, and learn more about His qualities and attributes. This will strengthen our knowledge and certainty of His presence in our lives. It is not just theoretic knowledge, but more trying to obtain inner-knoweldge, or Ma'rifah of Almighty God.
2. We should feel this presence of God, which will generate our interest in connecting with Him, and loving Him. To love God means to follow what He wants from us, and to avoid what he dislikes us to do. This means we must obey His commands by fulfilling our religious duties, and to stay away from disobeying Him and sinning.
3. Remember God all the time, and the best and most effective way of "remembering" God is performing the daily obligatory prayers, which is the most minimum requirement of all Muslims. Should we devote more time and worship Him more, it will be sign of our intensifying of our love. The more you love someone the time you will dedicate and the more effort you will put.
4. Besides doing the wajibaat, and avoiding the muharramaat, which this itself is very very hard, add more flavour to your spiritual advacement by praying Nawafil, reciting the Quran, and doing other mustahab acts.
5. There is a wonderful hadith from Imam al-Sadiq (a.s.) that says that the best way of becoming close to Allah, after gaining ma'rifah of Him is: prayer, obedience to parents, and staying away from envy, pride and arrogance.
6. Ahlul Bayt (a.s.) are the closest of God's creation to Him, and so connecting with them will get you to Allah ta'ala.