Moses' Prayer
The Torah records Moses' prayer to God to be allowed to enter into the land of Israel: 
One might think that prayer is some sort of magic loophole.
"O God, Eternal! You have begun to show me Your greatness and power. What force is there in heaven or earth that can perform deeds and mighty acts as You can? Please, let me cross (the Jordan river) and see the good land..." (Deuteronomy 3:24-25)
Rabbi Simlai analyzed Moses' prayer, breaking it up into two components: praise - "You have begun to show me Your greatness"; and the actual request - "please let me cross."
This, Rabbi Simlai explained, is a model for all prayers: one should begin by praising God, and only afterwards present one's requests. (Berachot 32a)
We need to understand this statement. Is it simply a matter of flattering God, just as one might 'butter up' a mortal king before making a request? Or is there a a deeper significance to this protocol for prayer?
How Does Prayer Work?
Rabbi Avraham Yitzchak Kook explained that Rabbi Simlai's counsel relates to the very foundations of prayer and its efficacy. Following this model of prayer prevents us from grossly misinterpreting the mechanics of prayer.
One might think that prayer is some sort of magic loophole built into the framework of Divine providence, and that by pleading our case it is possible to cause God to 'change His mind.' The idea that it is possible to influence God's will, however, is untenable.
Rather, we should view prayer as a wonderful gift that enables us to refine and uplift ourselves. Prayer does not effect a change in God or the world around us; prayer effects a change in us.
It is only by virtue of the soul's moral and spiritual elevation that prayer has the power to annul harsh decrees. We cannot change the basic universal order manifested in a particular decree. But we can change ourselves and, in 
It is advisable to introduce every prayer with praise of God.
turn, the relevant decrees of nature.
Thus, it is advisable to introduce every prayer with praise of God. Such praise affirms God's eternal nature and ensures a correct understanding of the efficacy of prayer.
Even Moses
It is noteworthy that Rabbi Simlai's insight was gleaned from a careful examination of Moses' prayer.
One might consider oneself above making such a mistake regarding the nature of prayer. Yet, we find that even Moses, despite his unparalleled knowledge of spiritual matters, took care to introduce his request with praise of God.
Certainly we should follow Moses' lead, thereby ensuring that we correctly grasp the true nature of prayer.
[Adapted from Ein Eyah vol. I, p. 147]