Unanswered Prayers

We talked about Friday's bible study on unanswered prayers. This has been a major tripup for me for a long time. What's the point of praying if we don't even know if we're in God's will. If it is God's will, then he'll answer it on his own without us asking for it. If it is not in God's will He won't give it to us, so again there is no point in asking. Only thing I can see is that God will change his mind if we ask him enough. But then, maybe he had our best interests in mind and we are not getting what is best for us.