Prayer -- Give Me Your Thoughts!

I'd like to start off by saying that I do have a prayer life and I know what it is to talk to God.
BUT -- I have always struggled with why He has us pray FOR things, like healing or protection or things like that. I mean, in my mind, I feel like He already has a plan - He knows what is going to happen -- are we praying to change the heart of God, because that isn't really possible. I feel like prayer is commanded by God and is required for intimacy with Him and I am totally cool with that and love having conversation with God.
So, what I am asking for is this: Tell me what you have learned about/from prayer. Try and explain what it means to pray for others, for healing, FOR things. Tell me your thoughts on prayer.
Thanks!