Prayer is not without value. It is a way of communicating with your subconscious. If you believe that you are being heard and wait for an answer, one may pop into your head. The power of positive thinking is well documented.
This is not to discredit the testimony of those who believe their prayers were answered by their god. But even if your god is having a day off, your prayers and supplication may still help you to become more positive and resourceful.