Last time I pulled an all-nighter was back in Feb. Had an event in the evening, and was going to go out after but that fell through, so got a lift back towards home from a friend (he lived between where we were and my place). Got stuck in traffic, so ended up missing the buses back from uni to where I live, and decided instead of getting a taxi I'd just do some work so stayed in the workroom :/
The best all-nighter I ever did was a few summers back though. After the last night on holiday, we had a crazily early morning flight, so didn't bother sleeping between. That late that evening I began reading a Robert Ludlum book, and continued to do so overnight. For those who don't know, Ludlum's material are large scale thrillers, often involving corruption at government level or a dangerously powerful large company.
So, around midday the following day, I hadn't slept for over 2 days and had just read a conspiracy novel. Add to that was quite dehydrated after this effort, and (according to my family) I was talking almost gibberish, sounding like the ranting of a madman. Still, in my head that was the most captivating and engrossing book I've ever read.
So, in conclusion, if you want to really enjoy a thriller, either become a conspiracy theorist, or to achieve the same effect but with added edginess, deprive yourself of the basic necessities and your body will fill you with such a mixture of chemicals you'll believe anything!