While my days of pulling all-nighters are over, during my college years at RIT I pulled about 1-3 all-nighters per week by the end of each quarter (my record is 4 all-nighters in a row). By senior year I had completely changed my sleeping schedule so that I would wake up at noon and work til 4am-6am...crazy I know. Oddly enough there are times when I really miss it, something about pulling all-nighters brings out the commradery in the people who are doing so. Anyways, I recently came across an article on WikiHow about how to pull an all-nighter. I have to say, the article is really great. Speaking from experience, if you follow even half of the suggestions in the article you will be able to pull a successful all-nighter with little or no problems at all. My secret was to drink lots of water and take a break around 3am-4am and eat something, also it's best not to pull all-nighters alone (in my opinion).
Check out the article here: How to Pull an All Nighter.