Muslims do not pray for the benefit of Allah. Allah does not need human prayers because he has no needs at all. Muslims pray because God has told them that they are to do this, and because they believe that they obtain great benefit in doing so.
Jews are supposed to pray three times a day; morning, afternoon, and evening. The Jewish prayer book (it's called a siddur) has special services set down for this.Praying regularly enables a person to get better at building their relationship with God. After all, most things get better with practice.
For Christians the one key reason to pray is because God has commanded us to pray. If we are to be obedient to His will, then prayer must be part of our life in Him. Prayer is an act of obedience. God calls us to pray and we must respond.