Step number one is to find a church. Attempting to live life as a Christian unconnected to any other believers is among the most common and destructive mistakes believers make. The bible is clear about the need for fellowship with other believers; in fact, with the exception of the gospels and The Book of Revelation, the entire New Testament is composed of letters to or about groups of believers and much of it concerns how they should conduct themselves in fellowship. There is an obvious focus on community in the bible and it makes sense when we consider that we are social creatures. Our morals, our way of thinking, and our way of life are driven almost entirely by our tribe, that group of people who make up your inner circle. Thus why such people should be other believers.

Once you have found a church that is a good fit for you, the next step is to get involved. Start taking advantage of everything they have to offer. It's very difficult not to feel close to God when it is the focus of what you have been doing all week. When you have a church service on Sunday mornings, a small group you attend on Wednesday nights, a Men's group you attend on Tuesdays, and community outreach on Saturday afternoons...it's kind of hard not to feel God's presence as a constant part of your life. Not only that, but the more you interact with or alongside other Christians, the more often you will be exposed to the things God is doing in people's lives and the more real his presence will begin to feel.

I encourage you to seek out fellowship with other Christians. This forum and other online Christian forums are a good introduction to Christian fellowship, but they can never replace the experience of being actively involved in a church in your local community.