In the book Spiritual Depression he D. Martin Lloyd-Jones talks about Philippians 4:6-7 and how we need to come to Him in prayer and petition. Not just petition. That was somewhat enlightening. We need to come to Him praising Him for who He is, knowing who He is and then ask for what we need along with thanksgiving for what He has already given us.

Philippians 4:6-7
Do not be anxious about anything, but in everything, by prayer and petition, with thanksgiving, present your requests to God. And the peace of God, which transcends all understanding, will guard your hearts and your minds in Christ Jesus.