Musnad Ahmad 32:41

Isma'il narrated to us, 'Abd al-'Aziz narrated to us, he said: Qatadah asked Anas: "Which supplication did the Prophet, may Allah bless him and grant him peace, supplicate with the most?" He said: "The supplication that the Messenger of Allah, may Allah bless him and grant him peace, supplicated with the most was: 'O Allah, our Lord, give us in this world [that which is] good and in the Hereafter [that which is] good and protect us from the punishment of the Fire.'" And when Anas wanted to supplicate with a supplication, he would supplicate with it, and when he wanted to supplicate with a prayer, he would include it in it.