The Catechism of the Catholic Church provides a beautiful summary of the different ways of praying. After summarizing the different approaches the heart can use to reach God, the Catechism provides an entire chapter on the tradition of prayer.
Whenever we pray as believers, we do not pray alone. We are united with all other believers, both with those who are living in this life and those who have gone to eternity. When we pray, we join the long line of those who sought to walk the difficult path of the interior life.