There are many things that people do that will show the world their faith in God, it is good to prove to the worldRomans 12:2 - And be not conformed to this world: but be ye transformed by the renewing of your mind, that ye may prove what is that good, and acceptable, and perfect, will of God. KJV that we are a Christian. But maybe the greatest way we show God our faith in him is to pray. Prayer is our only form of communicating back to God about our needs and the things we deeply care about. Oh, it is true, the Lord knows our every needMatthew 6:32 - (For after all these things do the Gentiles seek:) for your heavenly Father knoweth that ye have need of all these things. KJV without the need for us to tell him; but it is his desire that we come to him with a humble spirit in prayer. We have not, because we ask not, and when we do ask, many times we ask amiss - out of our own selfish desires or our own lust (James4:2-3James 4:2 - Ye lust, and have not: ye kill, and desire to have, and cannot obtain: ye fight and war, yet ye have not, because ye ask not.
3 Ye ask, and receive not, because ye ask amiss, that ye may consume it upon your lusts. KJV). There is no humility in a selfish prayer and humility is an absolute necessity of Christianity and prayer. God is still in the prayer answering business, maybe not exactly the way you want him to; or the exact time you want him to, but it will always be the best way and we can count on that.
Jesus tells us how to have a power packed prayer life
in Mark 11:22-26 Mark 11:22 - And Jesus answering saith unto them, Have faith in God.
23 For verily I say unto you, That whosoever shall say unto this mountain, Be thou removed, and be thou cast into the sea; and shall not doubt in his heart, but shall believe that those things which he saith shall come to pass; he shall have whatsoever he saith.
24 Therefore I say unto you, What things soever ye desire, when ye pray, believe that ye receive them, and ye shall have them.
25 And when ye stand praying, forgive, if ye have ought against any: that your Father also which is in heaven may forgive you your trespasses.
26 But if ye do not forgive, neither will your Father which is in heaven forgive your trespasses. KJV. Once we get the selfish thing out of the way (praying amiss as James said); there are only two things Jesus mentions that will give us a power packed prayer life. The first one is to believe, simple enough isn't it ? It's simple enough to say, but a little harder to do. We must have faith in God to do all things in the prayers we are bringing to him for him to be able to answer the prayer. And the second thing he mentions is something that will hinder our praying, having unforgivness in our hearts toward our fellow man - having a grudge, vengeance or a wrong attitude toward our neighbor.
Unforgivness in our hearts toward our neighbor and praying to the Lord is like trying to mix gas and water; it simply won't mix. There's only two things Jesus makes reference to that helps us in our prayer lives - but those two things takes years to to get worked out, so it would be wise to start working on them now in your life.