With prayer, what happens may not match your expectations. What happens in prayer you may not fully understand, or want, or even see right away. But, when I stop praying, then a lot of good things stop happening. That I know. I think we feel that prayer is worthless in our lives because our concrete actions don' t produce quick results.
Prayer is a source of conversion and transformation.
It is a way to really experience in your guts what it's like to be a child of God. But it is not magic. It won' t remove obstacles in the blink of an eye. When we face the reality of God in ourselves, change takes place almost without our efforts coming into play at all. But we need to be awake.