I think that prayer is just about the most futile thing you can do, and besides making yourself feel more assured, perhaps, it has no actual benefits.
Even to the very religious, the power of prayer can be disproven through Aristotlian logic:
Assume that God does exist, and that he is the omniscient, omnipotent being all established religions hold him to be, then, before making any decision, he would be able to see forward in time and would be able to know all the consequences of making a decision.
In effect, God does not make a decision he will end up regretting.
But in praying to him, you are asking of him a favor, which expresses some discontent with the present condition and begs for some change. This would mean that the present condition is not optimal, and not what should have been ordained by the Lord, etc…
But were God actually to hear your prayer and carry the wish out, this would imply that the perfect being is in fact regretting a past decision, but this would contradict a point previously arrived at, so the whole system of prayer falls apart.
That’s basically it, and the implications of this are still to be found.