In 1 Thessalonians 5:17 it tells us to pray without ceasing. That doesn't just mean to pray just when you want or when you need something. You should pray during those times, but you should pray during every other time too. That also applies to studying, and living the Christian life. Not just when it's convenient.
What if Jesus only lived the Christian life when it was convenient for Him? First of all, He wouldn't have been perfect, so He couldn't have been a good enough sacrifice. But also, do you think that dying on that cross was very convenient? I'm guessing not. I mean, I wouldn't want to. Jesus was a perfect role model. Hebrews 4:15 says, "For we do not have a High Priest who in unable to sympathize with our weaknesses, but one who in every respect has been tempted as we are, yet without sin." Jesus knows and understands everything we go through. Notice how it says that He was tempted in every way that anyone ever will. That means He was tempted to murder, steel, lie, everything. If He had acted on every temptation because that was the convenient way to do things, but when something bad happened to Him He'd immediately go back to being perfect, do you really think that that's what God would've wanted? No! That's not what He wants from us either.
Christianity isn't something that we do once a week on Sunday for a couple hours and then go home and do whatever we want. Christianity is how we live our lives on a daily basis. It's not a safety net for when we have problems, but a way of life that God set up for everyone to have.