Well the way I'm thinking about prayer is that it's for our benefit, not to change things. God has already "declared the end from the beginning" (Isa 46:10), so nothing can change from what it must be. We must come to not only believe that God is sovereign and in charge, but is carrying out His perfect/righteous will in all things. So we pray that "His will be done," because His will is perfect and we need to believe that, not want to change things.
When we pray we enter the spiritual realm, we approach the throne of God (if we are in-tune with His will, because of His Spirit in us), we are communing with Him.
James 4:8 Draw near to God and He will draw near to you. Cleanse your hands, you sinners; and purify your hearts, you double-minded.
Heb 10:22 let us draw near with a true heart in full assurance of faith, having our hearts sprinkled from an evil conscience and our bodies washed with pure water.
It is a great joy to approach God with true respect for who He is and what He is doing, not the way the world prays.
Isa 29:13 And the Lord said: "Because this people draw near with their mouth and honor me with their lips, while their hearts are far from me, and their fear of me is a commandment taught by men,
By this action of pray we draw nearer to God, we open our mind to communicate with Him and He can speak to us as well.
Ecc 5:1 Guard your steps when you go to the house of God. To draw near to listen is better than to offer the sacrifice of fools, for they do not know that they are doing evil.
Isa 26:2 Open the gates,
That the righteous nation which keeps the truth may enter in.
v. 3 You will keep him in perfect peace,
Whose mind is stayed on You,
Because he trusts in You.
v. 4 Trust in the LORD forever,
For in Yah, the LORD, is everlasting strength.
mercy, peace and love
Kat