The Christian Century has an excellent excerpt from Being Christian: Baptism, Bible, Eucharist, Prayer by Rowan Williams. He provides one of the better treatments on prayer that I have read in awhile.
And one of the questions he asks is one you probably have asked yourself from time to time: “If God knows what we are going to ask, why bother to pray?” Origen has as good an answer as anyone has given: God knows, of course, what we are going to say and do, but God has decided that he will work out his purposes through what we decide to say and do. So if it is God’s will to bring something about, some act of healing or reconciliation, some change for the better in the world, he has chosen that your prayer is going to be part of a set of causes that makes it happen. So you’d better get on with it, as you and your prayer are part of God’s overall purpose for the situation in which he is going to work.
Read the whole thing here