"Ask, and it will be given you; search, and you will find; knock, and the door will be opened for you.  For everyone who asks receives, and everyone who searches finds, and for everyone who knocks, the door will be opened.  Is there anyone among you who, if your child asks for bread, will give a stone?  Or if the child asks for a fish, will give a snake?  If you then, who are evil, know how to give good gifts to your children, how much more will your Father in heaven give good things to those who ask him!"

There are some good things the Father gives us without our asking.  There are many, many others he wants us to ask for.  See!  The infinite compassion, tenderness and generosity of the Father stands ready to give us all good things but we don't ask.  Or we ask "and do not receive, because you ask wrongly, in order to spend what you get on your pleasures." (James 4.3)  (It's interesting James adds directly afterward "Adulterers!"  Who is our god at that point?)

We do not receive because we ask once and give up.  We are told to be like the persistent widow, asking over and over again, nagging even.  And again we are given the example of the faithful and bold woman who said "but even the dogs get scraps!"  Perseverance in petition is meant to build up our faith, which is more precious than anything else we'd ask for.  It isn't because of some cruel streak in God, who is pure love.

We ask but do not receive because we are divided and conflicted.  We ask to be delivered from every trial, and that our faith be deepened, yet it is through trials that our faith is deepened.  Which would you prefer?  We ask that a dying or suffering family member be returned to us whole, and this is right and good.  But the higher good might be a merciful death for them who are suffering so much.  So we must not think our prayer wasn't answered, rather our prayer of petition must turn into prayer of thanksgiving that the Father heard and answered us, just not in a way we understood.

"Thus says the Lord: Stand beside the ancient roads, ask the pathways of old which is the way to good, and walk in it; thus you will find rest for your souls." (Jeremiah 6.16)