Another time to pray is before a trial that you know will probably occur. Jesus prayed especially hard in the Garden of Gethsemane before His trial and execution. None of us will ever be forsaken by God like He was in this life. (But it may feel like it sometimes.)
How many of us, before a time of trial or tribulation, sit down and pray? We may sit down and worry, which is a sin. I call worry a sin--though I am guilty of it--because what else can you call something which God incarnate condemned. Jesus told us not to do something, and if we love Him we will keep His commandments.
I think the reason that Peter and all the other disciples we read about were able to sleep before their scheduled executions is because they were all "prayed up." Having left their cares in the hands of the Lord, they had nothing to worry over.