Hajj is the fifth Pillar of Islam and another form of worship. It is an annual pilgrimage to the holy sites in Mecca which each adult Muslim, who can afford it, has to perform once in life time. Apart from the financial aspect, the ability to afford the pilgrimage also means that one is able to travel and perform the Hajj in peace.
Muslims perform Hajj in order to visit for themselves the holy sites where their faith started. More importantly it is a pilgrimage to the Ka'aba, which we believe is the first place of worship ever built on this earth, Muslims thus refer to it as House of God. The ceremony of Hajj is also symbolic of the Unity of God; all Muslims gather from four corners of the earth in one spot at an appointed time and worship God. There are no difficulties to perform Hajj apart from the obvious financial commitment in order to travel to Mecca. That is the reason why, strictly speaking, Hajj is only obligatory to those who have fulfilled all their worldly needs and have no pressing commitments left and indeed can afford the passage to Mecca.
It is a Muslim belief that God is everywhere and He answers those who truly seek Him. In this respect indeed going to a particular place to seek the pleasure and nearness to God is not the issue. However, it is the physical presence of being in the holiest of the holy places for the Muslim faith and indeed the congregational worship with millions of other fellow Muslims that leaves an indelible mark on the spiritual life of a person. It is a most supreme form of worship and is most desirable to God.
During Hajj, the person who intends to perform it is required to travel to Mecca during the prescribed days and observe all the rites and ceremonies. During Hajj Muslims from all corners of the world gather in Mecca and perform the rites of Hajj and thus strengthen the bond of Muslim unity.
During Hajj each place brings to mind some event of the blessed life of the Holy Prophet (peace and blessings on him). It refreshes the memory of the supreme sacrifices made by the Holy Prophet (peace and blessings on him) for the sake of Islam.