Andrew Murray's With Christ in the School of Prayer is one of the best books ever written on prayer in my opinion. Reading it changed my prayer life. I have recommended to others, and their life subsequently changed as well. Like so many of Andrew Murray's books, it has 31 chapters of rich, Bible-based, spiritual food on the subject of prayer. If you have not read this book, you must do so.
To make it easy for you to read Murray's volume, I have posted links so that you can download the book in a variety of formats. All of these books come with line numbers to facilitate small group and church study group discussions.