...praying always with all prayer and supplication in the Spirit, being watchful to this end with all perseverance and supplication for all the saints...Prayer is so important, Paul put it last as the capstone of this TOE. If the preceding items are armor and personal weapons, then prayer is our Heavy Artillery. We have a direct hotline to the Creator of the universe, but how often do we really "call in fire" when things are going "pear-shaped", as a Special Forces friend of mine is fond of saying.
It's bad enough that we decline to talk to God about the little things, problems or sucesses, because we think they're beneath His notice (which is not true. His "eye is on the sparrow", etc.), but it's just negligent to forget to call on Him when things are really rough. I'm often guilty of this, due to an overdeveloped sense of competency, and so I've spent a fair bit of time thanking God for help even if I was too caught up in the world to ask for it in the first place.
Prayer is not a magic formula, a spell to call on some kind of natural force, or a ritual to impart a false sense of harmony with the universe, it's talking to a personal God who made humankind because He wanted sentient beings to love and interact with. Don't deny Him that interaction.