Jeff's routine will work if you have coded descriptions on each point, and are trying to connect points with similar descriptions. (This is also what we use Field-to-Finish for, so all lines are drawn automatically as the survey data is imported.)
If you are trying to connect all the points in more of a mesh (e.g. a Delaunay triangulation, for a TIN surface), then the easiest thing is probably to add the points to a Point Group, and add the Point Group to a Surface. Although this will create a network of 3D-Faces, and not 3D-Lines.