To the op, there are two reasons that I find are big in why my prayers aren't answered.
First, we ask for something that is not in line with God's will. Even if a request seems reasonable or necessary to us, if it is not what God has planned it will not happen. And it's not as if God has overlooked your situation because he has foreknowledge of everything that is happening and will happen. It says in Psalms: "Many, O LORD my God, are the wonders you have done. The things you planned for us no one can recount to you; were I to speak and tell of them, they would be too many to declare." I'm not saying that we must modify our expectations to only coincide with a pre-laid set of occurrences, but rather that we simply understand this as a reason why God allows seemingly horrible events to occur. Our own purview is so infinitesimal compared to God's that we almost never see the full effects of our actions. Especially when we're in a period of grief as when a loved one dies, it's nearly impossible to acknowledge that purpose is behind what happened.
The other reason which I find is a general cause of many peoples' frustration with prayer is a lack of work or commitment on our part. It's true that we can ask, and receive, things greater than we can manifest by ourselves, but from the biggest to the smallest request there is a necessary amount of work required on our parts. That statement can seem very frustrating and daunting at times, but the journey of doing so can reap its own rewards. And the range of work from the physical to the spiritual is tremendous. Three examples from different realms of life would be these:
1. Prayer for safety or healing of someone. If you're in a position to help physically than the 'solution' is obvious. It's tricky, however, because many times when we're in this instance it's very easy to overlook prayer because we can commit to an action and see results. I know many times I will forget to pray for an outcome if I'm reasonably sure of a positive result. Even in these times it is equally important to do so because despite our involvement, it is God who oversees the final result. Now when you are in this situation but are unable to do anything physically, there is still 'work' that you can do. Praying is not like filing a slip of paper in God's inbox and waiting for it to be processed. God will
never be overloaded or upset with prayers flooding him. Praying daily or even more frequently about a specific subject is a reaffirmation to God of how important the situation is in your life and that it can't be resolved without His help. There is extraordinary meaning in praying and praying and praying that is hard to judge from the outside looking in.
2. Praying for something physical, i.e. a job. If you're looking for something physically obtainable the steps we must put in become more clear than in a spiritual matter. I can stay at home and pray 24/7 for a new job, but what are the chances that an employer would call you at home and offer you a job? Initiative is huge in these situations because if we do nothing to help ourselves all the while praying for God to handle things, it becomes very easy to get upset and bitter toward God for not fixing our problems for us. It is a tactic of Satan to use negative results in situations like these as a source of resentment toward God when many times we haven't done our part. If we do what we're able, when we're able our prayers become an effective supplement in finding a resolution. Remember though, nothing is too small to pray about. If something is important to us, it's important to God because of how much he loves us and wants to be a part of our lives.
3. Prayer for our own relationship with God. This is what you mentioned in your post and even gave us your own solution
There are spiritual things we can do; continued prayer being chief among them. There are also innumerable
physical ways we can strengthen our
spiritual bond with God. Studying the bible is, I believe, the best way because simply it is God's word. Many times it's hard to hear Him speak to you directly; in these instances His word is still available. Meditating on scripture is a meld of the physical and spiritual. Committing time solely to God is another way we can affirm to Him that our relationship is important. Finding ways to be around other spiritual outlets is another benefit to our spirituality. Garbage in, garbage out. Exposing yourself daily to violence or sex or jealously will cause us to dwell on these things when it's not appropriate. Strengthening a relationship with God is an enormous commitment that spans your whole life and beyond. Developing positive habits, especially relating to where and how you spend your time is not easy to begin to do, but is fundamental to any strong relationship. Even when we've done so, however, it takes an active role in studying, learning, helping in spiritual areas for growth to occur. It can be easy to get lost in the middle of sin on one side and God on the other in a comfortable apathy, but Revelations says, 'So, because you are lukewarm—neither hot nor cold—I am about to spit you out of my mouth.' There are days we're on fire for Jesus and want to do all we can and there are times when we're simply devastated and want nothing to do with him. Even in these times it's so important to have a solid foundation of habits and people to talk to that we can use to work through all of the conflicts that make us feel that way. The two most important things in all of this are that we focus on God even when we ask for our own things and that we continue to give him the praise He deserves whether or not the outcome is what we desire.