I do not believe that prayer will help you get what you want, but if you pray correctly, you might better understand God's will.
Remember that the prayer taught by Jesus himself says "Thy will be done."
Sometimes that sucks, but you need to figure it out for yourself. I still do not know why my father had to die when I was five, but he did. Praise His grace, I had a wonderful step-father, and most things seemed to work out all right. I don't have to think long and hard to see how my step-father has helped me in life. I do, however, have to think long and hard as to why the same lessons and messages couldn't have been transmitted through my father. I am humble enough (just barely enough) to accept that God's will is superior to mine.
They say that the devil is in the details, but I disagree. If you look close enough with an open mind and an open heart, you can usually find the truth (or something like it) in the details.
Robert E. Lee suggested that the outcome of battles was God's will. This is always true, I suspect, even if the bad guy wins. We are too apt to think short-term and egotistically. We need to learn from our defeats as much as from our victories. Even pulp fictions like Shakespeare's tragedies teach us lessons.
Life is not like a box of chocolates, as Forrest Gump asserts. Life is a gift, and like all gifts we best take it and enjoy it for what it is.
Of course I pray that my will be done, but I also acknowledge that I would be more at ease if God's will and my will were one in the same.
They often are not, but it's not God's fault or my fault. It is what it is, and if I cannot see the light it is not because the sun does not shine but because I am still deep in the cave.