Some of them say concerning His saying, اهدِنَــــا الصِّرَاطَ المُستَقِيمَ ‘Guide us to the Straight Path’ saying: ‘Allaah has already guided the believer, so what benefit is there in seeking guidance?’ Then some of them reply by saying that the meaning is ‘keep us firm upon guidance’, as the Arab would say to the one who is asleep, ‘sleep until I come to you.’ Others from amongst them say that the meaning is, ‘keep our hearts firm upon the guidance’ and that the request for firmness has been omitted. Yet others from amongst them say that it means, ‘increase me in guidance’.
This question really occurs due to the absence of their contemplating upon the Straight Path to which the servant seeks guidance to, for the meaning (of the verse) is (seeking guidance to) act according to what Allaah ordered, and leave what He forbade in all matters.
Asma’i said that Abdul-Malik once delivered a very profound sermon, during which he began to weep while begging Allah:
`Abdullaah ibn Mas`ood radiallaahu `anhu relates that the Prophet sallallaahu `alayhi wa sallam would supplicate: 
Wahb bin Munabbih (rahimahullaah) also said, “He who supplicates without good deeds is like one who shoots an arrow without a bow.” 
Tawheed First 