Well, you have the Pentecostal answer, here is the Lutheran position on such things...
Not that what you felt was necessarily demonic, as what you were feeling was most likely you. Mysticism, seeking god in the emotions and immediate (un-mediated) experiences of the divine is the natural religion of mankind. Look around, every religion has it's mystics, if the religion itself is not pure mysticism. Mysticism at best means you're looking to your fallible self to find God or the evidence of God's blessing or favor or gifting or some such, at worst it means being deceived by demonic experiences and revelation to preach and/or believe heretical doctrine(in the quote above, the Pope claims a direct line to God, and Mohammed claimed to receive revelation outside of scripture). Remember also that the Pentecostal movement includes the anti-Trinitarian "Oneness Pentecostals".
Not that emotional or sensational response to things like praying are necessarily bad, but recognize that such is your reaction and don't look for God in your emotions. As others pointed out, he is there whether you feel him or not. Don't fall into the pit of gauging God's presence by how you feel, that will lead to pride or despair("I have God!" or "I've lost him"), and chasing that mystical experience to the detriment of true worship and prayer (modern "Praise and Worship" music for example is designed to seek a mystical experience, at the expense of confessing sound doctrine)
