Hi,
my group does one of those each year since 2000, at least.
We have had ones of the best play sessions but also of the worst, so carrefully planning of the adventure pace is advised!!!
We always gather friday for dinner (always home pre-made so we have only to warm it, it's always kinda medieval thematic so it's part of the enjoyment) and have a light/intro session up to 2 AM max.
If it's a new party/session it's perfect for introductory roleplaying, and background/rules discussing.
If it's part of an ongoing session then it's perfect for an approach session for the next saturday, that is the intense session day.
Saturday, heavy and ample breakfast around 10:00 (better sooner) (we always have GoT coocking book "breakfast at the wall") and ready for RPG!!!
We skip lunch and we go for dinner around 18:00...don't waste to much time or the party pace can broke. If possible to coincide real dinner with RPG dinner it's very fun, and makes for amazing RPG inplay <IC> conversation and planning.
We tend to almost finish the session, even if we have to go 4AM or more.
Sunday is just "filing up the corners" and final RPG and maybe hints for linking it to next sessions and to bear the hangover!!
So:
1) have anything prep in advance, and I mean everything (rules, handouts, meals, minis, cool beers, ...). Try to ambient as much as possible (cinematics, music, PC imatges, locations,..)
2) have especial moments for each of the players, and don't focus to much on one of them or the others may get bored.
3) Try to pace the adventure to have it's peak after saturday dinner, around 23:00, or it may get to late! (as someone said 'bout a late dragon
)
4) and, by our experience, IC heavy conversational intro for friday, and saturday heavy action oriented sessions have succeded really much better than scheming/palace/machiavelic sessions that slugs through saturday.
Hope it helps and have a nice experience.