That thing in the book...

There's something in some books that bring you so far into the character and their world that you forget you're reading. When you have to put that book down all you can think about is what happens next. Some authors seem to do this easily, others...not so much. It has to be there and it has to be consistent throughout the entire book.
As I read and listen to books I try to figure out what this is. Is it the character's thoughts? Actions? Thoughts about their actions? It's something around that stuff.
In Meg Cabot's Insatiable she went into the main character's head a lot. We heard her thoughts and how she muddled through things happening to and around her. When other characters popped up it was inside the main character's head that we heard the discription.
Stephen King does this in The Dome. (Excellent book now available in paperback. I did the audio book.) We almost constantly see what's happening through the thoughts of the few main characters.
So is this the way you write? Omnipresent or inside a head? Which is better? Does one give us a more personal view of the world created?
This is my Edgar Allen Poe action figure. Every writer needs one.