Hi Cinder,
What a great topic of discussion!
I tend to pray a bit all the time, depending on what task I'm doing. Last week I was working overnights and we were trying to rearrange some shelving--I was having problems with a certain plastic bracket not fitting... I was like, "Ok God, you know I'm not very good at this... Is there a better way to do it?" and I truly believe He put it in my mind (I'm not clever enough to think of things like this on my own!) to try assembling the piece at a different angle... and it worked very well.
Like Gypsy, I pray a lot while driving as well. I was once bopping along, talking to God about something, and some praise song came on and I was like, "Oops, sorry God, I have to stop right now and sing this song to you so that I can worship you..." and I felt as if God was laughing a little bit, kind of saying, "But that's what you've been doing here all along."
My favorite means of prayer is when I'm flopped out on the couch or as a means to fall asleep, which usually takes a good hour (I read once, What parent wouldn't want their child to come and talk to them until they fell asleep?) Sometimes when I wake up and an in that "half-zombie-like" state, I also find myself praying automatically without even thinking about it (I guess my system is just used to praying when I'm lying down, ha.)
If I'm praying about something particularly embarrassing or very personal, I also have a tendency to cover my head with a blanket or a pillow. Yes, I know that's something a 5-year-old would do. And yes, I know God can still see me.
But... I've done that in conversations with others as well. If an uncomfortable topic comes up but I feel it's really important... I'll still talk about it, but just ask that I can make it so that they can't see my face!