The short answer is "yes we should." The Bible is full of prayer. Variations on the word "pray" and "prayer" occur over 500 times. Some examples:
Psalm 54:2 Hear my prayer, O God; give ear to the words of my mouth; Hear my prayer, O God; give ear to the words of my mouth
Psalm 65:2 O you who answer prayer To you all flesh shall come.
Psalm 66:19,20 But truly God has listened; he has given heed to the words of my prayer. Blessed be God, because he has not rejected my prayer or removed his steadfast love from me.
Matthew 6:6 But whenever you pray, go into your room and shut the door and pray to your Father who is in secret; and your Father who sees in secret will reward you.
Luke 18:1 Then Jesus told them a parable about their need to pray always and not to lose heart.
Romans 1:9 For God, whom I serve with my spirit by announcing the gospel of his Son, is my witness that without ceasing I remember you always in my prayers,
Romans 12:12 Rejoice in hope, be patient in suffering, persevere in prayer.
Philippians 4:6 Do not worry about anything, but in everything by prayer and supplication with thanksgiving let your requests be made known to God. And the peace of God, which surpasses all understanding, will guard your hearts and your minds in Christ Jesus.
Those are a very few samples. Prayer is indeed very important in the life of a disciple.
May God bless and keep you,