Before engaging in self-help please be as sure as you can that you have a demonic or preturnatural problem. Rule out psychological problems, talk with a clergy member if possible, and rely on your common sense. All self-help efforts are made on a foundation of your relationship with God and free will desire to renounce the evil that may be near you. If you are engaging in bad behavior that gives evil a "right" to be near you then assistance can do little more than push the enemy away for a short time. You MUST change your life and turn away from evil and toward God.
Prayers are phrases and statements handed down by the Church and tradition that are addressed to God, either verbally or in the mind. Prayers are often acknowledgement of the greatness of God and our gratitude for our lives and everything in them. Prayers also often include requests to God, including asking for help in dealing with temptation and evil.
Saying prayers is more about the stirring of an emotional state of humility, gratitude, and the union with and deference to God's will than they are about reciting words. Learn to say prayers slowly while being mindful of what the words mean to you. Visualize what the words are saying, reflect on prayers as you say them. Try to attain the internal state inherent in the prayer.
One example of this is given here with the Lord's Prayer. (There are no doubt better theological approaches to the Lord's prayer, this is but my poor example):
OUR FATHER, Who art in heaven [Acknowledge God our creator and His authority over us. See God in heaven looking down over Earth and you] hallowed be Thy name [The very name of God is to be respected and kept Holy, for it is the most Holy of names. Feel and acknowledge that by the very act of addressing God you are exercising a great honor]. Thy kingdom come [God's plan for the Earth and for your personal life's role in that plan WILL come to pass, be humble about that]; Thy will be done [It is God's will that will be done, NOT ours. Be humble as laying on the floor face down before God and acknowledge the obvious: that His will is paramount] on Earth, as it is in Heaven . [God's will and plan will be played out on Earth as it was in Heaven. God is in charge in Heaven and on Earth. The devil does not have free reign or any power on Earth that God doesn't allow.] Give us this day our daily bread; [We acknowledge that even the basic requirements of our physical existence come from God: from the foods of the Earth he provides. Every breath we take is a gift from God] and forgive us our trespasses, as we forgive those who trespass against us. [Here we plead with God to forgive our sins as we forgive the sins of others that have hurt us. We can only humbly request that God be merciful with us after we have been merciful with others] And lead us not into temptation; [Here we ask God to provide the grace to resist the regular temptations of our lives] but deliver us from evil. [Here we plead with God to deliver us from the effects of evil that might be causing us problems right now. We acknowledge that it is God, in the person of Jesus, that delivers us from Evil, not ourselves.] Amen. [Here we affirm, I believe!]
A daily prayer life is a serious part of your relationship with God. Praying every day can often help in dealing with life difficulties, including spiritual problems. Learn a few prayers by heart so that you can say them without reference to paper. I would advise that you learn the Lord's prayer and the Prayer to Saint Michael at the very least. Saying the Rosary on a daily basis is a good foundation for your prayer life.
The importance and process of reading the Bible has been covered well in many places. For the purposes of this site I will recommend that you read the New Testament with a focus on Jesus and his authority over evil. If you are having spiritual difficulty and feel moved to read the Bible I would recommend reading the Psalms out loud.
For Christians it is very important to engage in the Sacramental life. Confession is very important when dealing with demonic problems as un confessed sin is visible to the enemy and the more serious un-confessed sin we have the more vulnerable we are (in my experience). Receive communion at least weekly, but be sure to have a full confession first as receiving communion with serious sin on your soul is a sacrilege.
Sacramentals include blessed religious symbols, holy water, blessed incense, etc. I would recommend having a blessed crucifix or religious symbol visible in each room of your home and over your bed. Having holy water in your home is a good idea in general. Holy water can be obtained at any Catholic Church.
Gregorian Chant is the monastic music and chant that was formalized by the Church. It is essentially prayers that are sung by monks, often in latin. Gregorian Chant, in addition to being relaxing, is effective in clearing the air of evil presences. I recommend chant recorded at monasteries, not performed by a commercial choir.
Your Free Will
None of these steps, or even the intervention of Clergy, can help you if your will is not with God. You have to want help and to want to turn to God in order for prayers, sacramentals, even an exorcism, to work. Ultimately it is your willingness to say no to the devil and humbly lay yourself before God in obedience that makes intervention possible. God will not, like the devil, force Himself on you.
You must get your spiritual life in order by becoming educated on God's rules for our lives, and then following them. Time and time again we see cases where someone is experiencing serious oppression and they expect their problem to be removed while they continue engaging in spirit communication, extramarital sex, adultery, etc. If you are not willing to change your life it is generally not helpful for people to pray or intervene for you, the problem will just return with more intensity later.