Summary
This parable does not simply commend us or even command us to pray; rather it humbles into prayer. The Greek used indicates Jesus told them this parable to make it necessary for them to pray. The particular construction and use of the word "necessity" do not suggest a teaching moment, but a transformation one, where people are humbled into prayer. What kind of God would compare himself to an unjust judge, who only gives in when brow-beaten? Furthermore, the particulars of the grammar -- the inclusion of the word "they" -- reveal this is not simply about the need for prayer in the abstract, but this parable is intended for us who hear it that we would pray.
The preaching task then is not simply to teach about prayer but fill the peoples hearts (and guts) with a hunger for prayer. For those preaching with the Revised Common Lectionary, this passage is paired with Jacob wrestling with God, perhaps the example of God making it necessary for someone to pray.
Key Words
δει: (It is necessary; 18.1). The translations suggest Jesus used this parable to 'show' people they should pray. Actually, the word in Greek carries more force then should; It is used, for example, when Jesus says, "it is necessary for the son of man to die." Furthermore, the word "show" is never used. Luke (in the Greek) does not say this parable shows them why prayer is necessary but the parable makes prayer necessary! See below for more on the construction.
εκδικεω (revenge, 18.3;5) This word is hardly used in the NT; it does not simply mean justice, but really vengeance (as in Romans 12:10; Vengeance is mine."). It is an interesting note that in civil society AND in our relationship with God, we need to allow vengeance to be the work of God, not of our hands.
υπωτιαζω (wear out or beat; 18:5) This word does not simply mean annoy or wear down, but means to give a black eye. Paul talks in 1 Cor 9:27 about beating his body (and not punching the air).
μακροθυμια (delay, 18:7). This word does not really mean delay. It means be patient (as in love is patient, 1 Cor 13:4). It seems that the verse ought to be translated, "Will God not be patient?" This is really strange because patience is one of the key characteristics about God. Jesus really seems to be pushing his point here. In the abstract, God is patient, but in our prayer life God becomes something more immediate and involved.
Grammar point
See sentence review about articular infinitives. Read this and then try 18:5, the first five words. Hint: δια here means "because."
Also 18:4 is a great example of an "ει" clause where "ει" means "since" and not "if"
Sentence review
NRS Luke 18:1 Then Jesus told them a parable about their need to pray always and not to lose heart.
18:1 ελεγεν δε παραβολην αυτοις προς το δειν παντοτε προσευχεσθαι αυτους και μη εγκακειν
ελεγεν δε παραβολην αυτοις : "Then he was telling them a parable." The four words here are all learned in the first few weeks of Greek: λεγω, to speak; δε, and; παραβολη, parable; αυτος, he/she/it. However, you've got to work a bit to put then together. Let's start with "δε." It typically suggests a change in speaker. In this case, Jesus is still speaking so Luke likely wants to give some indication that the topic has changed. You can ignore this, or add a "then/when/and" to connect this sentence to the previous one. The next word to look at is "παραβολην." Easy enough -- you just have to realize that in Greek, they rarely ever include an indefinite article (τις) and so you have to add "a" before the word.
"λεγω" is simply to speak, but because it is in the imperfect (parsing review: why not aorist or future?), you have to give a little bit of umph here: "Was continually telling...", something that reflects the on-going nature of the action. Finally you go to "αυτοις ." This is "he" in the plural dative. First, make it plural: "they" now dative: "to/with/for/through them." Put this all together and you get: Then he was telling them a parable.
προς το δειν παντοτε προσευχεσθαι αυτους: "so they would need to pray all the time." The παντοτε is the easy part; simply an adverb meaning always or at all times The tricky part is the "articular infinitive with preposition." In this case, "προς το δειν." Pros means toward; when used in an articular infinitive, it shows purpose or reason. The purpose of the parable then, is the necessity of prayer. The parable is not really "to show them it is necessary" but really, "so that they would need to pray." More tricky here, the verb "dei" requires another verb (it is necessary to do something), which in this case is "pray" (προσευχεσθαι ). So you get: "for the reason of being necessary to pray." The αυτους is simply here an accusative form of autos, or "they." Because its part of an infinitive clause, it behaves not as an accusative, but as a nominative, namely, the subject. This might not seem like much, but by adding this word it moves it from "the necessity of prayer" to "the necessity of them praying."
και μη εγκακειν: "Not be discouraged." The μη is the Greek "no" for non-indicative moods. What does that mean? Well, if the sentence is "I do not go to the store" the 'no' in Greek would be "ουκ." However, if you have a command or an infinitive or a participle, you get "μη " In this case, the word discouraged is connected with the verb, "δει" or it is necessary. You know this because it is an infinitive and not an imperative (a command). So the parable is also for the purpose of them not losing heart.
Last little grammar bonus:
Εἰ (if/since, 18:4) This is a great example of where the "if" actually means "since" because the verbs if connects to are in the indicative mood and not the subjunctive.