"...we ourselves heard this very voice borne from heaven, for we were with him on the holy mountain. And we have something more sure, the prophetic word, to which you will do well to pay attention as to a lamp shining in a dark place..." — 2 Peter 1:18-19
Peter is reliving his "Transfiguration Experience" in this part of his epistle. He is sharing how he had been on the mountain with Jesus, being a first-hand witness of Jesus' transfiguration, seeing him speak with Moses and Elijah, and to hear the voice of the Father say, "This is my Son, whom I love. Listen to him." He experienced it all, and yet he had this to say: "And we have something MORE sure, the prophetic word..." As amazing and life-changing as that experience was on that mountain, Peter was grounded in the word of God.
We will have experiences with Christ as we walk with him. That's a blessing from him. And when we have those experiences, we need to enjoy and cherish them. However, the foundation of what we do and how we follow our Savior needs to be based on more than an experience. It must be based on what it is that God has revealed to us. He has revealed his truth to us through his written word. It is reliable and can be trusted. So we should long to experience Christ. We should long to experience the reality that is knowing Christ in an intimate and passionate way. But every experience must be weighed against Scripture so that we can be sure of what it is that Christ is truly doing.