I think as Christians, we have to look beyond the idea that prayer is just asking for "stuff". Prayer is also conversing with God, talking to Him about what's on our mind, hearts, our fears, upsets, gladness etc.
I have also had a couple of years in "the desert" where I feel God has not answered my prayers. I have been sick, and God has not given me back my full health. It has been a struggle for me because I have had to put my "dreams" aside and live as normal life as possible, with a health ailment. But recently, I came to the decision I would study what exactly prayer is, and this has helped me a lot. I have been reading a booklet, which is beautiful reading called "On Prayer" - extracts from Saint John of Kronstadt's writings.
Here are a few paragraphs of what he writes:
"God is Truth: and my prayer must be truthful too, just as life. God is light, and so must my prayer be offered in the light of mind and heart. God is fire, and my prayer must - like life - be burning. God is absolutely free: and so must my prayer be a free outpouring from the heart. What wealth of human spirit: let him but think of God in his heart, let him but desire spiritual union with God - and He is immediately with him. And neither the walls of houses, nor any riveted steel of prisons - neither mountains nor chasms - can prevent such union. God is immediately with you; so also are the Angels and the Saints: with God, all of them are before your eyes, beside your heart like the closest of friends - are ever in your presence. O, the wealth of the human spirit!"
"Prayer is the uplifting of the mind and heart toward God, is the contemplation of God, audacious conversation of creature with Creator, the reverent standing of the soul before the King and Life Himself Who giveth life to all; to forget all that surrounds us for His sake - is food for the soul, air and light, it is the soul's life-giving warmth, it is the cleansing of sins; it is Christ's blessed yoke and His light burden. Prayer is the constant feeling (awareness) of one's spiritual frailty or poverty; it is the soul's consecration, a foretaste of future beatitude, is angelic beatitude, is the heavenly rain which refreshes, satiates and makes fruitful the soil of the soul, is the power and strength of the soul and body; it is the airing and clearing of our mental atmosphere, enlightenment of the personality, joy of spirit, a golden bond which unites creation with its Creator; is cheerfulness and courage in all of life's sorrows and temptations; is success in deeds, is dignity tantamount to that of the angels; is the consolidation of faith, hope and love. Prayer is the reform of our lives, is the mother of heartfelt contrituion and tears; is strong inducement to perform works of mercy; is safety in life and destruction of the fear of death; is the neglect of eartlhy treasures and wish for heavenly goods; is expectation of the Judge of the universe, of common resurrection and of life in the hereafter; is increased efforts in avoiding eternal torments, is the constant search for the mercy of forgiveness from the Lord; is walking before the eyes of God, is the blessed vanishing before the Creator and Provider of all, is vital water of the soul; prayer is the containing of all people in one's heart through love, is the bringing down of heaven into the soul, is the containing of the Holy Trinity within the heart according to the words: 'We will come unto him and make our abode with him.' - John 14:23"
God doesn't answer every prayer we pray; sometimes He answers "No, my child - I have a better way!"