In C.S. Lewis's The Screwtape Letters, the devil Screwtape tries to explain to his nephew Wormwood what he finds most appalling and disingenuous about God: that God is really out to make people happy, and that even the austere parts of his program, the spiritual disciplines, are really ruses, clever deceptions to make them more happy. "God is a hedonist at heart" says Screwtape.
Screwtape goes on to explain to Wormwood about God that "all those fasts and vigils and stakes and crosses are only a facade. Or only like foam on the sea shore. Out at sea, out in His sea, there is pleasure and more pleasure. He makes no secret of it; at His right hand are 'pleasures forever' (Ps 16:11) ... He's vulgar, Wormwood. He has a bourgeois mind. He has filled the world full of pleasures."
You see as Lewis's indicates in his dialogue between a demon and his nephew that humans have really been given opportunities at great pleasure from their heavenly father, and the devil's grand strategy against this is to twist it, to get us to misuse it. "Never forget that when we are dealing with any pleasure in its healthy and normal and satisfying form, we are, in a sense, on the Enemy's [God's] ground. I know we have won many a soul through pleasure. All the same, it is His invention, not ours. He made the pleasures: all our research so far has not enabled us to produce one. All we can do is to encourage the humans to take the pleasure which our Enemy [God] has produced, at times, or in ways, or in degrees which He has forbidden. Hence we always try to work away from the natural condition of any pleasure to that in which it is least natural, least redolent of its Maker, and least pleasurable. An ever increasing craving for an ever diminishing pleasure is the formula."
It is this 'ever increasing craving for an ever diminishing pleasure' where the devil and the world have taken God's good creation of sex and turned it on it's head for some cheap imitation through pornography, clandestine sex, and other forms of sexual immorality and idolatry. Our culture (like many others before us) have embraced this twisted view of sexual pleasure. Simply take a look (or don't) at the magazines at the checkout counter of the local store, there is a weariness about them, a chatty droning about this technique and that technique, this pleasure point and that pleasure point.
G.K. Chesterton's description of the world's joy applies here: these amount to merely "small publicity" when set next to the Christian's "gigantic secret" of joy. The gigantic secret of the joy of sex is this: Sex is good because the God who created sex is good. And God is glorified greatly when we receive his gift with thanksgiving - for the gift points back to the God who gave it - and enjoy it the way he meant for it to be enjoyed in covenantal marriage relationships (which as a tangential point, if you are a Christian married couple and not having sex regularly, that is a sign of an unhealthy marriage - obviously, unless there is some extenuating circumstance that inhibits it).
God has made many things good and enjoyable, sex is certainly one of them, in fact everything that God has made is good (Gen 1), hence the phrase "God is a hedonist at heart". It is only our own corrupted and rebellious hearts (with the help of the Screwtapes and Wormwoods of the spiritual realm) that twist these good things to some lesser, infantile version. Of course God himself is the greatest pleasure, but when we receive these good things God has made with thanksgiving (1 Tim 4:4-5); whether sex, a beautiful sunset, time spent with a good friends, or enjoying the fruits of our labor, we are recognizing the creator God who made these things for our enjoyment, thus bringing him the glory and honor he is due.
*Excerpts taken from: Sex and the Supremacy of Christ