Christians are called to serve God, not themselves. Therefore it is never right to put pleasure above God. Yes, some physical pleasures can be innocently enjoyed to an extent, but we must be careful with how we enjoy all pleasures, so that they do not become sin. I believe that the following verse from I Corinthians indicates that Christians are not supposed to pursue physical pleasure as an end in and of itself.
You say, “Food for the stomach and the stomach for food, and God will destroy them both.” The body, however, is not meant for sexual immorality but for the Lord, and the Lord for the body. (I Corinthians 6:13 NIV)
The Apostle Paul, in this verse, is refuting a false teaching. This false teaching says food for the stomach, and the stomach for food, and God will destroy them both. What this false proverb means is that if God didn’t want us to commit gluttony, than he wouldn’t have made our bodies to desire food. Therefore, we should eat now while we can enjoy it, knowing that some day our bodies will be gone, at which time it won’t matter what we did anyway.
But this teaching is contrary to the Bible. What we do with our bodies now absolutely will have eternal consequences. Therefore, we should not become slaves to physical pleasure. Yes, it is OK to eat good tasting food at times, but to simply pig out on it is sin. Christians are expected to control how much they eat and what they eat, so that they do not become slaves of their appetites.
Likewise, Christians are supposed to control their sexual lusts. Sexual desire is not inherently sinful. It is good for a married man to seek to pleasure through intimate contact with his wife. But he must keep his sex drive under control. He must not commit adultery with other women. Just because he has a sex drive does not mean that his body is meant for sexual immorality. Rather, his body is to be used to honor the Lord. Using one’s body to comfort one’s wife honors the Lord, but sharing your body with a mistress does not. Likewise, eating food for nourishment to stay strong honors God, but eating one’s self into poor health just because you like the taste of food does not. What we do with our bodies matter, so if we truly love God we need to work hard to keep our fleshly desires under control.