I heard Pete Ward from 24/7 prayer speak last night. It's timely as I am slowly reading Prayer: The Real Battle. Pete told us that to pray you need faith and gave us ten suggestions on how we might see our faith increase.
1. Prayer and worship
4. Starting small
5. Allow yourself to be open to pray in the Spirit
7. Bible study
10. Listening to God
He recommended we read The Hour that Changes the World which has no new ideas but is packed with helpful things. I would also recommend Too busy not to pray which I read years ago and have never forgotten Hybels describing how he prays. Also read Fresh wind fresh fire if you want a heart-thumping description of what happens when a pastor and his church start to pray.
If you want a talk to listen to then Foundations for Prayer Toward the Global Purpose of God is a good one. About 25 minutes in there is a helpful section on how to pray for the lost. There is also a phenomenal story of a puritan missionary to the Indians of Massachusetts.