Last time was August 18-19, 2002. I know the exact date because that's the night I had a 5am flight to leave for college. And there was no way that I was going to sleep early and waking up at 5... so I stayed up playing SEIV. That was also the Last time I played SEIV until Christmas break, and in a few weeks I'll be playing my first game since Christmas break (and probably ordering Gold, finally
)
Other than that, there were a few times that I stayed up until about 4am playing. Normally I would play in the afternoon, not at night.