I had a related conversation with my brother. His issue, oddly, was that he never felt he should pray for his needs, only for others. I told him he needs to really think of God as his Father.
I have tough rules for my sons to live by. I realize it can be rough on them and that they forego some pleasures and happiness if they stick to my rules and do as I say. If my son was struggling with a problem that may make him violate a rule of mine, I'd want him to come to me and ask for help or guidance before, rather than forgiveness after. In that same way, our Father has given us easy to understand rules that can seem hard to live by. So, ask the Father for help when you want to live by His rules, but struggle in this world.
This is to take nothing from what you've said. You touched on a very real occurrance. We can also fall into the groove of focusing so much on our needs that we forget why we should pray.
I've still fairly new to this, as well. Though raised a certain faith, I really only felt God open my heart in August 2004. Since then, I have tried to fill my day with God, but I'm not nearly as far along as I feel I should be. I've met mature Christians who had committed passages to memory, know the topical content of books, and live a more Christian life than me.
God is patient, though. I cannot tell you how many times I had a very specific problem that had been weighing on me for days. About when I feel I'm going to break, I turn on the radio to a Christian station or open to a random book of the Bible and BAM! I hear a pastor talking about my issue or I read a passage that isn't vaguely talking about my problem - it speaks directly to my specific problem. It is times like those that remind me how patient and loving He is and how blessed I am.