If you want to have an intimate prayer life with God, it's important that you make prayer a priority in your life.  Be consistent, don't just pray once in awhile, but, rather, pray without ceasing.  Be ever conscious of the fact that you're in the very presence of your Heavenly Father who loves and cares for you (desire this time above all things.)  Find a quiet place where you will not be distracted by the things around you, and remember, "Trust in your prayers."  Also, learn to hear God's still quiet voice as He speaks to your heart and mind.  He loves you.