Prayer
Bigg's Prayer Guide
Recommended place to use your bones: Chaos Temple
At the Chaos Temple, you have a chance to not lose the bone when offering it, which means you can get 2–3x XP per bone. This significantly lowers the cost of training Prayer.
Use the tree at ::home and type in Chaos Temple to teleport.
Important: This temple is in the Wilderness, so do not take any items other than the bones you intend to use.
Recommended method to gather bones: Vorkath
Vorkath drops 2 superior dragon bones per kill and also offers the chance to receive a very rare drop worth a large amount of money (2b at the time of writing).
This is the best method to self-sufficiently train Prayer to 99.