Why Pray?

In all my recent reading and study on the topic of prayer (specifically the Christian variety) I have not yet seen a good answer to a question that was recently posed to me. I preached a few weeks ago and I used some of the material I've gathered on the subject of prayer, including some of the responses to the age old question of why pray if God knows our thoughts and knows the future? One of the men at church, Illya, told me he had often wondered just that, and liked some of the responses I quoted. But he also had another question for which I do not have a ready answer: why does the bible tell us that it is important to offer up the same request repeatedly?
Indeed, it seems like just about every other time Jesus takes up the topic of prayer it is to hammer on this point--pray frequently and pray persistently. But doesn't that seem somewhat untrusting? If I really trust God I should be content to offer my request or concern and leave it at that; but there we have Jesus telling parables of widows petitioning an unjust judge, of people hammering on the neighbors door at night, all telling us it is important to be persistent with our requests to God.
What is going on here--is God forgetful, does he have divine amnesia and needs tapped on the shoulder so to speak? And what is with those parables in which God comes off looking rather shabby, likened to an unjust judge or a grumpy neighbor?
I do not have any ready answer to this question, and in fact I am glad that my sermon got people asking more questions and not simply nodding at my answers. I've pondered Illya's question, why are we called to pray for things repeatedly and not just trust God that he heard us the first time? A few thoughts come to mind. First, in my own practice of prayer a lack of repetition and persistence more often reveals my apathy than my faith that God has heard me. Jesus seems to instruct us to go to God persistently as a display of faith. Secondly, if we understand prayer more as an ongoing and vibrant relationship with a personally engaged God then the persistence makes relational sense. If my wife and I decide we need to adjust our budget it is not enough to have one conversation about that and then be done with it; the nature of our lives requires that it become a part of an ongoing conversation.