Write the Closing Prayer First
Here's why. Defining what I will be praying for my listeners or asking of them at the sermon's close is one of the best ways I know to define and sharpen the aim of the whole sermon from beginning to end. Knowing where I'm going to end helps me to know how to start and how to proceed. It starts the sermon preparation process "with the end in mind," to cite a familiar phrase.
Do you plan to prompt your listeners to experience new life in Christ as a result of your sermon? Or do you hope that your hearers will reach a new level of commitment by the time the service concludes? Or are you going to ask them to surrender a particular sin or rise up to a specific task? Whatever the case, write the prayer that will close your sermon first and then let it guide the rest of your preparation.