The Avnei Nezer zt'l was ill, and when he began feeling better, he said that sometimes the yetzer hara causes people to feel a bit better, so they should stop davening. The Avnei Nezer said that Mordechai didn't make this mistake. He continued davening even after all the honor he received.
Moshe and Eliyahu davened in heaven, Mordechai davened from the earth, and the decree was annulled."
It states (Esther 2:5), ושמו הבירה בשושן היה יהודי איש קיש בן שמעי בן יאיר בן מרדכי , "There was a Yid in the capital Shushan. His name was Mordechai, the son of Yair, the son of Shimi, the son of Kish..." The Gemara (Megillah 12:) says that the pasuk isn't only mentioning Mordechai's yichus (because if it were, it would tell his yichus up to Binyamin). The pasuk is coming to teach us about Mordechai HaTzaddik. The Gemara says בן יאיר implies, בתפלתו ישראל של עיניהם שהאיר בן, "Mordechai was someone who enlightened the eyes of Yidden with his tefillos. שמעי בן implies, תפילתו ל"א ששמע בן, he was a person whose tefillos were heard by Hashem. קיש בן means, לו ונפתחו רחמים שערי על שהקיש, "He knocked on the doors of heaven, and they were opened for him."
We can wonder why Mordechai was named קיש because he was הקיש knocking on the gates of heaven. It seems more appropriate to call him יפתח, hinting at the fact that he opened the gates of heaven with his tefillah. We can explain that we are praising Mordechai for not giving up. He knocked at the gates of heaven, and when the gates didn't open, he knocked again and again until they opened. His tefillos were answered, and Klal Yisrael was saved.
Tefillah on Purim
Zeresh told Haman (6:13) לפניו תפול נפל כי, "You will fall before him [Mordechai]." What was Zeresh saying? According to the simple translation, she told Haman there is no hope for him, and he will fall before Mordechai. The Malbim, however, says that Zeresh was offering advice. She told Haman to humble himself before Mordechai. תפול נפל לפניו, act as though you are weaker than him because then Mordechai will stop davening, and then there will be hope for you. But if you fight Mordechai and he davens to be saved, Hashem will certainly listen to his tefillos.
Immediately after Haman led Mordechai through the streets of Shushan with immense honor, Mordechai returned to his tefillos, as it states (6:12) המלך שער אל מרדכי וישב, "Mordechai returned to the king's gate." Rashi adds לשקו ולתעניתו , that he returned to his sackcloth and fasting. He didn't stop praying, and that is what brought about salvation.