Approaching the gods with humility and openness is important. You cannot expect for them to display parlor tricks to someone merely interested in proof they exist or desiring something from them without being willing to give back. There is a reason Christians end up losing faith in their god. They are taught he holds their hand through life and all they have to do is pray and be good. They are taught the holy men have the power not them. The holy people that dedicate themselves entirely to their faith are able to lay hands and heal, hold ritual, pray with best results and create miracles.
Being a shaman, witch, or ceremonial magician is about becoming that holy person yourself. It is about developing a real relationship with your deity/deities and in doing so, creating a connection unlike those that merely believe.