The books of Edward McKendree Bounds remain the definitive sources for why and how to pray.  Of the hundreds of books about such a simple topic, his stand high and are effective not just for his home denomination (Methodism) but for all modern Christendom.

The Christian Classics Etherial Library has collected  his eight books on prayer in  one location, to be read on-line or purchased.  Here are the titles:

I commend them to you.