"But when you pray, go into your room, close the door and pray to your Father, who is unseen. Then your Father, who sees what is done in secret, will reward you."

Matthew 6:6

"And when you pray, do not keep on babbling like pagans, for they think they will be heard because of their many words."

Matthew 6:7

"And when you stand praying, if you hold anything against anyone, forgive him, so that your Father in heaven may forgive you your sins."

Mark 11:25

"Do not be anxious about anything, but in everything, by prayer and petition, with thanksgiving, present your requests to God."

Philippians 4:6

But Jesus often withdrew to lonely places and prayed.

Luke 5:16

Three times a day he got down on his knees and prayed, giving thanks to his God

Daniel 6:10

This simple acrostic gives a formula for prayer:
ACTS:  A - Adoration  C - Confession  T - Thanksgiving  S - Supplication

Lastly, if you are not sure how to pray, or cannot think of the words to use, remember these words of St. Paul to the Romans:

"We do not know what we ought to pray for, but the Spirit himself intercedes for us with groans that words cannot express"