You gear yourself up for it. You anticipate it with a pounding heart, expecting it to be fulfilling and satisfying. Your blood gets a little hotter with each moment leading up to it, as each teasing, suspenseful "almost" just makes you want it more.
The climax. Arguably the most important part of the book.
Yes, we're talking about books. :)
For me, the climax is one of the hardest things to write. I know what I want it to do: tie up all the loose ends, solve the problem, satisfy the reader. And so, in my anxiety, I overcompensate and get it out like a flash flood, bam, bam, boom, it's over.
Unfortunately no one told me about this until after my first two books were published. Someone said to "draw out that moment of agony right before everything comes to a head" (or something like that. I'm paraphrasing a forgotten person who told me something). When I heard that, it dawned on me that I had done exactly not that. I went back through and re-read the climax of my second book, Altercation, with the sinking feeling that comes when you see how it could have been done better. Tess Gerritsen says, "The longer you can draw out that tension, the longer you sustain that sense of imminent jeopardy, the more thrilling the scene."
So, my advice to you: Draw out your climax. Here are some hints to do that:
1. Have several mini-climaxes before getting to the big one.
2. Don't get to the blood and gore too quickly.
3. While it can be overdone, a bit of introspection and even monologuing can be helpful. Use with caution!
4. At the moment of the "big reveal," show the emotional impact on your reader.
5. Give us description, sights, sounds, smells.
Show the rescue, too. Give us the juicy details as your protagonist barely escapes or finally gets the girl. Once the rescue happens, though, move things along. The interesting stuff is over; let the reader relax without getting bored.
Good luck and happy writing!