Ephesians 6:18 (HCSB)
¹⁸  Pray at all times in the Spirit with every prayer and request, and stay alert in this with all perseverance and intercession for all the saints. 

Prayer Warriors:

Pray always. This obviously does not mean "always saying prayers." We are not heard for our "much speaking" (Matt. 6:7). "Pray without ceasing" (1 Thes. 5:17) says to us, "Always be in communion with the Lord. Keep the receiver off the hook!" Never have to say when you pray, "Lord, we come into Thy presence," because you never left His presence! A Christian must "pray always" because he is always subject to temptations and attacks of the devil. A surprise attack has defeated more than one believer who forgot to "pray without ceasing."
Pray with all prayer. There is more than one kind of praying: prayer, supplication, intercession, thanksgiving (Phil. 4:6; 1 Tim. 2:1). The believer who prays only to ask for things is missing out on blessings that come with intercessions and giving of thanks. In fact, thanksgiving is a great prayer weapon for defeating Satan. "Praise changes things" as much as "prayer changes things." Intercession for others can bring victory to our own lives. "And the Lord turned the captivity of Job when he prayed for his friends" (Job 42:10).
Pray in the Spirit The Bible formula is that we pray to the Father, through the Son, and in the Spirit. Romans 8:26-27 tells us that only in the Spirit's power can we pray in the will of God. Otherwise, our praying could be selfish and out of the will of God. In the Old Testament tabernacle, there was a small golden altar standing before the veil, and here the priest burned the incense (Ex. 30:1-10; Luke 1:1-11). The incense is a picture of prayer. It had to be mixed according to God's plan and could not be counterfeited by man. The fire on the altar is a picture of the Holy Spirit, for it is He who takes our prayers and "ignites" them in the will of God. It is possible to pray fervently in the flesh and never get through to God. It is also possible to pray quietly in the Spirit and see God's hand do great things.
Pray with your eyes open. Watching means "keeping on the alert." The phrase "watch and pray" occurs often in the Bible. When Nehemiah was repairing the walls of Jerusalem, and the enemy was trying to stop the work, Nehemiah defeated the enemy by watching and praying. "Nevertheless we made our prayer unto our God, and set a watch" (Neh. 4:9). "Watch and pray" is the secret of victory over the world (Mark 13:33), the flesh (Mark 14:38), and the devil (Eph. 6:18). Peter went to sleep when he should have been praying, and the result was victory for Satan (Mark 14:29-31, 67-72). God expects us to use our God-given senses, led by the Spirit, so that we detect Satan when he is beginning to work.
Keep on praying. The word perseverance simply means "to stick to it and not quit." The early believers prayed this way (Acts 1:14; 2:42; 6:4); and we also should pray this way (Rom. 12:12). Perseverance in prayer does not mean we are trying to twist God's arm, but rather that we are deeply concerned and burdened and cannot rest until we get God's answer. As Robert Law puts it, "Prayer is not getting man's will done in heaven; it is getting God's will done on earth" (Tests of Life, [Grand Rapids: Baker, 1968]). Most of us quit praying just before God is about to give the victory. Not everybody is so constituted that he can sincerely spend a whole night in prayer, but all of us can persevere in prayer far more than we do. The early church prayed without ceasing when Peter was in prison and, at the last moment, God gave them their answer (Acts 12:1-19). Keep on praying until the Spirit stops you or the Father answers you. Just about the time you feel like quitting, God will give the answer.
Pray for all the saints. The Lord's Prayer begins with "Our Father"—not "My Father." We pray as part of a great family that is also talking to God, and we ought to pray for the other members of the family. Even Paul asked for the prayer support of the Ephesians—and he had been to the third heaven and back. If Paul needed the prayers of the saints, how much more do you and I need them! If my prayers help another believer defeat Satan, then that victory will help me too. Note that Paul did not ask them to pray for his comfort or safety, but for the effectiveness of his witness and ministry.

Bible Exposition Commentary (BE Series) - New Testament - The Bible Exposition Commentary – New Testament, Volume 2.