Simple, to help us resist the devil and keep us close to God. We find in Matthew chapter 4 that Jesus was tempted by Satan. No, I don't. Jesus knew that He would be tempted, so he prepared His self for it. We as christians must remember that Satan will come to attack us.
Prayer is our strongest weapon.
We must use it day in and day out. Sometimes, the only place we find answers is in prayer. We find that Jesus prayed often in the bible. About 19 of His prayers were recorded. If you notice, over half of them was right before something major happened.