After saying all these things, Jesus looked up to heaven and said, "Father, the hour has come. Glorify your Son so he can give glory back to you." — John 17:1
No one has ever prayed like Jesus. No one understands prayer like Jesus. No one has ever taught about prayer like Jesus. Should that surprise us? Jesus is God and with God there is absolute wisdom, knowledge and perfection in all things. But Jesus also came to the earth as a man. He was God in the flesh but also a man in the flesh.
He grew weary and tired (John 4:6). He experienced sadness and loneliness (John 11:35; 16:32) along with deep emotion (Matthew 26:39). He was at times troubled and distressed (Mark 14:33). He often withdrew to be by Himself to pray (Matthew 14:23; Mark 1:35; Luke 5:36). He was tempted in every way possible (Hebrews 2:18) and suffered great physical pain (1 Peter 2:21). Through it all, He demonstrated hope and longing (Matthew 23:37).
Jesus modeled for us how we should pray in the midst of all of our own life circumstances, difficulties and desires. Here's what we can learn from His words:
Pray that we would always bring glory to the Father when we pray (John 14:12-14, 15:7-8).
Pray in Jesus name (John 16:23-28).
Pray often in private (Matthew 6:5-8).
Pray continually until your prayers are answered (Matthew 7:7-11; Luke 11:9-13).
Pray in faith believing. (Matthew 17:19-21, 21:18-22).
Pray boldly and with persistence (Luke 11:5-8).
Pray with passion in your greatest time of weakness (Matthew 26:36-46).
Pray for yourself (John 17:1-5).
Pray for those close to you (John 17:6-19).
Pray for the body of Christ (John 17:20-26).
The words of Jesus teach us how to pray. No need to go anywhere else. Sola Scriptura, Saints!