I don't believe in the efficacy of prayer so I don't pray. I also don't believe in any gods so I wouldn't have anything to pray to. This would seem to be self-limiting, as you suggest, gorki.
But if praying is psychologically beneficial to those who do it and who believe in its efficacy, why would a 'selfish' motive matter? I use 'selfish' to mean self-interested as in trying to improve one's psychological health. Surely it's not wrong to do that, or to seek to do that, for any reason that is not harmful to oneself or others?
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And it isn't a relationship with anyone else, only with myself (or my conscience), so I guess that discounts it.
) should have one big pray-in for Greatnan. 
I was the last one to pray and the whole time the others were praying I just kept thinking of all the stuff I needed, but couldn't afford. However by the time it came around to my turn I simply prayed that I would have the faith to believe in God's provision for me. I didn't mention any of the things I was in need of.