prayer isn't just about asking the great big sugar daddy in the sky to grant us some selfish wish. prayer is supposed to be, first and foremost, worship. it's a time when we're supposed to communicate with Him, and praise Him, not ask for personal gain.
how many families would stay together if the husband and wife didn't communicate on a daily basis? how do you think children would be shaped if there was no communication with them? do you still consider someone your best friend if they never come over, call or write?
when we talk to God, we're praying. a significant part of that time praying needs to be about exalting Him... just like when you spend time with your kids, you spend a lot of time praising their accomplishments. when we praise God, it opens us up to receiving all the blessings that He wants to bestow on us. But if all we do is "pray" when we want something, it shows a marked immaturity in our spiritual walk.... just as a young child begs for everything he sees when he goes to the store with you. and when a child does nothing but ask, ask, ask for "me, me, me", he misses out on all the great things we want to do for him just because we love him.
anyway, the point of prayer is to forge a relationship with Him, so that He can shape us and mold us into the kind of people He wants us to be. it is a two way communication. as we spend time talking with God, we learn to hear (and heed) His voice. and the point of communication with our children is to shape and mold them, as much as humanly possible, into integral and responsible adults.
after all, we are His children. And Jesus, according to scripture, is both our brother and our friend... so when you want to understand what the point of prayer is, remember how every relationship we have with humans is defined by our communication with them. if you want to be in God's family, it kinda takes prayer.