All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His Slave and Messenger.
There are indeed ahaadeeth about some deeds being more virtuous than others. For instance, “‘Abdullaah ibn Masʻood once asked the Prophet "Which of the good deeds is loved most by Allaah?" The Messenger of Allaah replied, "Performing prayer on time." He asked, "What next?" He replied, "Dutifulness to parents." He further asked, "What next?" He replied, "Jihaad in the way of Allaah." He (‘Abdullaah) said, "This is what (the Prophet) told me. Had I questioned further, he would have told me more."” [Al-Bukhari and Muslim]
It was also reported on the authority of Abu Hurayrah that the Prophet was once asked, “"Which is the best of the righteous deeds?" He answered, "To believe in Allaah and His Messenger." He was then asked, "Which is the next (in goodness)?" He said, "To participate in Jihaad in the way of Allaah." He was then asked, "Which is the next?" He said, "To perform a complete Hajj "” [Al-Bukhari and Muslim]
The version reported by Imaam Muslim reads, “The best of the righteous deeds are performing prayer on time and showing kindness and dutifulness to one's parents.”
Moreover, ‘Abdullaah ibn ʻAmr narrated that a man asked the Messenger of Allaah “"Which act in Islam is best?" He replied, "To feed (the poor and the needy) and to greet those whom you know and those you do not know."” [Al-Bukhari and Muslim]
The scholars said that the reason for the differing in the Prophet's answers in Hadeeth reports like these, in so far as the prayer is given preference in some instances and the Hajj and dutifulness to parents in others, is that the people who asked were different. He could have been giving an answer in the manner he knew was appropriate or necessary, or it could have been better for person asking at that exact time.
This is as far as the physical deeds are concerned. As for believing in Allaah and His Messenger, it is better than all the mentioned deeds because the physical deeds depend on it.
We have not found any Hadeeth which provides that the best righteous deed is supplicating to Allaah for oneself.
Allaah Knows best.