Did you ask for something, and you don't receive it?

Luke 11:1 - "And it came to pass, that, as he was praying in a certain place, when he ceased, one of" his disciples said unto him, 'Lord, teach us to pray, as John also taught his disciples'."

When you consider that Jesus was the greatest miracle worker who ever walked the earth and the greatest preacher who ever lived, it is amazing that His disciples asked Him to teach them to pray. Why didn't they ask Him to teach them how to work these miracles or how to preach and amaze the people with their doctrine?

It's because Jesus' prayer life was even more powerful than His miracles or His doctrine. Indeed, it was His union with the Father that gave Him His power to work miracles and His authority to speak as no man had ever spoken before. Jesus said repeatedly that it was His Father who was doing the miracles through Him and that His doctrine was not His own but the Father's.

The same holds true today.
 Jesus said in John 15:5 that without Him, we can do nothing. There are many things that we should do in addition to prayer, but there is nothing that we can effectively do without prayer.

Prayer is one of the main ways of abiding in Him (John 15:7). 
Therefore, our request should be like these disciples'
"Lord, teach us to pray."
James 4:3 (NIRV) When you do ask for something, you don't receive it. Why?
Because you ask for the wrong reason. You want to spend your money on your sinful pleasures.

We should come expecting to receive answers to prayer.
The Father is ready and willing to answer our prayers.
Just ask in the proper frame of mind and you shall receive.