Pray at all times (on every occasion, in every season) in the Spirit, with all [manner of] prayer and entreaty. To that end keep alert and watch with strong purpose and perseverance, interceding in behalf of all the saints (God's consecrated people). —Ephesians 6:18
In Ephesians 6:10-17, the apostle Paul talks about the armor of God and how we are to use it and the weapon of the Word to engage in spiritual warfare.
After each piece has been listed, in verse eighteen Paul sums up his message by saying, "Pray at all times."
How often are we to pray? At all times.
What does that mean? Does it mean that when we are out doing the grocery shopping and God puts it on our heart to pray we are to drop to our knees right there in the middle of the supermarket aisle?
I often kneel by my bed and pray.
There are other times when I feel led by God to lie down, face to the floor, before Him and pray. We have to be careful not to confuse physical posture with prayer.
We can also pray silently in the supermarket as we are walking down the aisles. In the different seasons of life we are able to pray in different ways. A young mother with three or four little children, for example, is going to have to structure her prayer life differently from that of a grandmother whose family is all grown up and out of the house.
If we become too "religious" about prayer, thinking we must do it one way or the other because that is how someone else does it, we will bring condemnation on ourselves.
The important thing about prayer is not the posture or the time or place but learning to pray in faith—at all times, unceasingly. Anytime the desire or need arises—pray!