Supplications by Prophet Muhammad (PBUH)

Anas (RA) reported: The supplication most often recited by the Prophet (PBUH) was: "Allahumma atina fid-dunya hasanatan, wa fil-akhirati hasanatan, wa qina 'adhab-annar (O our Rubb! give us in this world that which is good and in the Hereafter that which is good, and save us from the punishment of the Fire)."' 

[Al-Bukhari and Muslim]

Abdullah bin Mas'ud (RA) reported: The Prophet (PBUH) used to supplicate: "Allahumma inni as'alukal-huda, wat-tuqa, wal-'afafa, wal-ghina (O Allah! I beseech You for guidance, piety, chastity and contentment)." 

[Muslim]

Tariq bin Ashyam (RA) reported: Whenever a man entered the fold of Islam, the Prophet (PBUH) would show him how to perform Salat and then direct him to supplicate: "Allahumm-aghfir li, warhamni, wa-hdini, wa 'afini, warzuqni (O Allah! Forgive me, have mercy on me, guide me, guard me against harm and provide me with sustenance and salvation)." 

[Muslim]

'Abdullah bin 'Amr bin Al-'As (RA) reported: The Messenger of Allah (PBUH) supplicated: "Allahumma musarrifal-qulubi, sarrif qulubana 'ala ta'atika (O Allah! Controller of the hearts, direct our hearts to Your obedience)." 

[Muslim]

Abu Bakr As-Siddiq (RA) reported: I requested the Messenger of Allah (PBUH) to teach me a supplication which I could recite in my Salat (prayer). Thereupon he said, "Recite: 'Allahumma inni zalamtu nafsi zulman kathiran, wa la yaghfirudh-dhunuba illa Anta, faghfir li maghfiratan min 'indika, warhamni, innaka Antal-Ghafur-ur-Rahim (O Allah! I have considerably wronged myself. There is none to forgive the sins but You. So grant me pardon and have mercy on me. You are the Most Forgiving, the Most Compassionate)."' 
[Al-Bukhari and Muslim]