Prayer works. If you look at almost every religion out there you will see that they all utilize prayer to communicate some desire to a higher power. If you look at it on a purely basic level, they are focusing on something in their mind that they desire. What is interesting is that they visualize tapping into a power greater than themselves.
Fundamentally speaking, those are the basis for accomplishing any goals you might have, either focusing on what you want or asking for self betterment. When setting goals you are envisioning a greater self than what you are now. What is great is you don't have to be religious to do it and it is not proprietary to any one religion anyway.