Pray in His name
It is not easy to pray `in His name'. It means that we pray in such a way that He recognizes His interests in our prayer. And this requires that we know what His interests are, in a given situation. We need to be quite close to Him and fully perceptive to His spirit, perceptive like Jesus was in sensing the real needs of each particular person, each particular situation.
Does God answer our prayers?
He answers some, and he doesn't answer others. If you expect him to be a miracle worker that improves your worldly life, you'll be disappointed.
If you sincerely desire to serve with your life the Lord of the Universe, your prayers will become less selfish and more oriented towards how God wants you to serve him; the communication with God will become constructive and you'll change.
If you trust God, you can take God's silence as a sign that he wants your attention on other things; where God is active you'll learn to hear his voice. John 10:27.
Prayer - successful communication with God
I want to believe. But there seem to be more misses than hits in prayers. I do not want to count the hits and forget the misses, but I pray that God will show me a sign that I am wrong.
God is not mainly here to satisfy our prayers; rather we are here to satisfy Him. After all, it is He who created us, not we who created Him. Those who think the latter have rightly little regard for such a created God, and often come to the conclusion that no (such) God exists. The true God is creator, not created.
If you base your faith on the proportion of answered prayers, your relations with God are poor and you are likely to be dissatisfied. Consider a friendship between people; when the question of how often one person does something for the other dominates the relationship then the friendship is already in big trouble. Answered prayers must be a secondary byproduct of the friendship with God, not its goal.
God is most valuable as a friend, but most unreliable as a prayer answering machine. He hasn't answered many of my prayers, but He gave me a deep sence of security and peace in the middle of a chaotic world. And through what I learnt from His people (often those in books; living examples close to me are much rarer...), He has shown me standards for living and for valuing things that I am very grateful for.
Maybe you have been looking in the past for the wrong aspect of God. I wish you all the best in your search.
You may also want to read how I found my way Into the Arms of God, and some advice on How to Become a Christian (including on prayer)
Some links on prayer:
Prayer as a Form of Two-Way Communication
Arnold Neumaier (Arnold.Neumaier@univie.ac.at)