Sahih Bukhari Volume 001, Book 011, Hadith Number 698.
Narated By Zaid bin Thabit : Allah's Apostle made a small room in the month of Ramadan (Sa'id said, "I think that Zaid bin Thabit said that it was made of a mat") and he prayed there for a few nights, and so some of his companions prayed behind him. When he came to know about it, he kept on sitting. In the morning, he went out to them and said, "I have seen and understood what you did. You should pray in your houses, for the best prayer of a person is that which he prays in his house except the compulsory prayers."