Are we allowed to follow any Mazhab in our worship e.g. Praying, etc.?

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

The ruling concerning one's following a Mazhab (school of Fiqh) differs from one person to another.
A person who reaches the rank of Mujtahid (one who has excellent knowledge of Shari'a concerning verses and Hadith of rulings and basics of Fiqh, and Arabic language and other conditions for a Mujtahid, so that he can understand and deduce Shari'a rulings) is not allowed to follow a Mazhab, but he has to follow the evidence in the Qur'an and Sunnah. Otherwise, one can follow the evidence that is considered as sound in some Mazhab.
As for the common people, they are to follow a Mazhab, i.e. he should ask some reliable scholar and follow the latter's Fatwa.
Allah says: {So ask of those who know the Scripture [learned men of the Taurât (Torah) and the Injeel (Gospel)], if you know not.} [16:43]
In other words, he should follow the Mazhab of his Mufti in all issues of Islam. Know tht it is not compulsory to follow a certain Madhab. For more details please read the Fatwa: 81976.                                                                    Allah knows best.