It certainly is true that our Father knows what we need before we ask Him (cf. Matt. 6:8), but this does not mean that our asking for what we think we need accomplishes nothing.
In the first place, we are created in the image and likeness of God. That creation gives us a dignity which merits the hearing, at least, of our desires. God knows what we need. He even knows what we want. But it's important to Him—precisely because he gave us will and rationality—that we be aware of our wants, and have an opportunity to declare them. Telling God what we want, in this view, is simply exercising our abilities as the image and likeness of God.
Our Father knows what we need before we ask him, but he awaits our petition because the dignity of his children lies in their freedom.
(Catechism of the Catholic Church, paragraph 2736)
In addition, petitionary prayer opens us to be able to come closer to God, to allow Him to transform us into people more fully and constantly willing to trust in Him and to desire for ourselves what He desires for us. With this in mind, even if we don't receive what we ask for, we can still draw closer to God in our asking:
God wills that our desire should be exercised in prayer, that we may be able to receive what he is prepared to give.
St Augustine, "Epistula 130", quoted in Catechism paragraph 2737.
"Transformation of the praying heart," the Catechism continues (2739), "is the first response to our petition."
Of course, it doesn't follow that God doesn't listen to our prayers—that he never gives us what we ask for simply because we do ask for it. God will give us what is good, when we ask for it. And if there is only one "best" for us, surely He will give us that, even if we ask for something else.
Do not be troubled if you do not immediately receive from God what you ask him; for he desires to do something even greater for you, while you cling to him in prayer.
Evagrius Ponticus, "On Prayer", quoted in Catechism paragraph 2737.
But it needn't follow that there is only one best thing for us. God hasn't necessarily "already decided the best future for each of us". What that "best" is depends on our freely chosen actions. And even accounting for them, there may be multiple equally good futures God could offer to us. And if one of these includes giving what we asked for, why should He not decide, as we are making the request, to do that? In this way, if we are praying in Him, in accord with what really is good for us: in this way God can actually decide to fulfill our request simply because we asked for it.
Note: Of course, God's will is carried out regardless of our prayer life. There's nothing saying we must pray for what we want. But to refuse to pray, knowing that God is listening, is refusing not only an opportunity to communicate with God, our loving father, but also a chance to align ourselves more closely with His will. It seems a dreadful disrespect of God to do this.