What exactly is Prayer? Wikipedia defines prayer as an attempt to commune with a deity. The main reason you pray to your deity of choice is to ask for something, such as assistance or guidance. Beyond that you might confess something. Or you could just be calling to chit-chat.
How do you pray? Praying is really a pretty simple procedure. You can address a particular deity just by speaking silently in your head. You can also do this aloud, if you're so inclined. It can be done alone or in a group. Since your deity is omniscient, they will know that you are praying to them. Pretty sweet, huh?
My favorite part of the Wikipedia description of prayer, is that it says that prayer can be used as an alternative to "hope". This is precisely the point I wanted to make. What praying really boils down to is wishing.
Oh, a hurricane hit some town? I'll pray for them. Your friend has been diagnosed with cancer? I'll pray for them. I cheated on my wife. I'll pray for God's forgiveness.
But what are you really doing when you pray? Nothing. Absolutely nothing. What is my justification for this? The scientific method of course. This link shows a study that found no overall effect of prayer on heart-surgery patients. The methods of this study are (of course) debated, but it's not hard to see that people's prayers rarely go answered. I would go so far as to say that prayers are answered no more often than chance would allow.
Prayer is an avoidance of your humanitarian responsibilities, simple as that. It's saying your going to do something to help somebody, when all you're really doing is wishing really hard. It's a feel good act. You make yourself feel better about doing nothing. Praying is a conscience clearer.