According to Jesus, when are we supposed to be persistent in our praying?

1) Luke 11:5 -- When you are inconvenienced

"...a friend...came to me at midnight..."

2) Luke 11:6 -- When you are empty

"...I have nothing..."

3) Luke 11:7 -- When you are 'rejected'

"...do not bother Me..."; "...I cannot...give you anything..."

4) Luke 11:8 -- Until you are shameless

"...because of his persistence (literally, shamelessness)..."

5) Luke 11:8 -- Until your needs/desires are fulfilled

"...he will get up and give him as much as he needs..."

Full Disclosure of Deepest Desires

If we want something badly enough, we will not tire in trying to gain it. The effort we are willing to exert manifests the fervency (or lack thereof) of our desires.

Prayer does not change God. Prayer does reveal our desire for Him.

Why does God withhold answers to prayer?

Sometimes our prayers are not answered because we ask for the right things, but with wrong motives (cf. James 4:3).

Many times, though, God withholds an answer to prayer because He wants us to know the joy of being changed more into Christ's likeness by pressing through in prayer to the place of total desperation upon God.

In answer to the question, "Lord, teach us to pray..." (Lk. 11:1) persistence was one of the few things Jesus emphasized.