We know God through prayer. It is our access to His throne.
Prayer is often seen as a means to request something from God. It is indeed. But, we must not forget that prayer is a way to come to God, to share your mind with Him and be with Him.
Yes, we pray for supplication, but we also pray for forgiveness, for praise, and to simply be with Him. We sit at the kings chair listening to His words of wisdom. Imagine the young child of a ruling King. Anxious to be with his father, he follows him through the chambers of his castle.
The next time you pray, try to pray that God would just be with you.