"Then He spoke a parable to them, that men always ought to pray and not lose heart,..." Luke 18:1, “pray without ceasing,” 1 Thessalonians 5:17 (NKJV)
That one could always pray, and pray without ceasing, are difficult concepts for some to understand; even so, the notion of being in constant prayer is at the heart of a “right” relationship with God, and was that which enabled Jesus to complete the work recorded in the Scriptures. Because Jesus was in constant communication (prayer) with the Father, He did not need to invoke long prayers for healing or deliverance, or whatever the case might be, He was always praying, always prepared, always connected. It is this continuous connection that is described above as “praying without ceasing” that enables us to draw near to God and to know His will; so powerful is ceaseless prayer, that John Wesley is quoted as saying, “prayer is the grand means of drawing near to God”.
Right here is where the disciples failed to cast out the demon in Mark 9:18; in verse 29 we hear Jesus explain, “This kind can come out by nothing but prayer and fasting.” There is the difference; Jesus, Who was always praying (communicating with His Father) and fasting, was able to cast out the demon; the disciples who were not yet mature in their faith and understanding of prayer, could not. Jesus spoke of His connection with the Father often and in John 8:28-29 He offers this explanation for His life of prayer, “...but as my Father taught Me, I speak these things.” “...for I always do those things that please Him.”
If we are to be disciples (followers of Jesus) then we must discipline ourselves to “always pray” so that when a need arises we are already prepared.
In the parable of the Ten Virgins (Matthew 25:1-13) we see another example; five of the virgins had oil enough, they were those who always pray. The other five virgins had no reserve of oil, like the disciples above they were unprepared by prayer and fasting.
We don’t have to be always on our knees or at the altar to be in prayer. It is simply a matter of keeping the lines of communication open between yourself and God so that you can hear Him while you pray.