If you mean by 'work' that somehow prayer is a magic wand to get you want you want, then no, it doesn't 'work'.
If, however, you understand it as communcation between you and God, and understand that He knows what is best for you, then it becomes an avenue whereby your will starts to align with His and you become more and more a follower of the truth, regardless of whether you get that four-wheel drive, or that person to marry you, or your cancer healed.
God responds as is best for you. On the other hand, since He has, incredibly, confined Himself in many ways to answering our prayers, or at least responding to them, a lack of prayer will result in a lack of response, be it 'yes,' 'no,' or 'wait and trust Me.'
God is still God, and His will WILL be done. Whether or not we are in line with it is what will make all the difference in our understanding of whether or not prayers are answered. In terms of God knowing what we pray, they always 'work.'