Pray for all muslims

Allah says in the Qur'an: "Ask forgiveness for your sin and also for the believing men and women". This also comes under loving for your brother what you love for yourself.
Part of the completeness of one's iman is that a person loves for his brother what he loves for himself. Therefore, just as he desires that he be guided to the truth, and be forgiven for his sins, so too should he desire the same for his fellow Muslims.

Allah says in the Qur'an, "Ask forgiveness for your sin and also for the believing men and women" [The Qur'an: Surah Muhammad 47:19]

Likewise, the Prophet Nuh prayed to Allah: "O My Lord! Forgive me, and my parents, and whoever entered my house as a believer, and all the believing men and women". [The Qur'an: Surah Nuh 71:28]

Abdullah ibn 'Amr ibn al-'As reported that the Prophet [May the Peace and Blessings of Allah be upon him] said: 'The supplication that gets the quickest answer is the one made by one Muslim for another in his absence.''[Abu Dawud, at-Tirmidhi]

So it is encouraged for the Muslim to remember all of his brothers and sisters when he is making a dua, and to pray for the entire Muslim ummah. He should also pray against the enemies of Islam, against tyrants and non-Muslim rulers that fight and torture the Muslims. All of this is a sign of the persons own imaan, and is contained within the etiquette of dua.

Of particular importance is that a person prays for his own parents (alive, or if they have died as Muslims). Allah specifically instructs the believers in this respect: "And lower unto them the wings of humility and mercy, and say, 'O My Lord! Have mercy on them, even as they took care of me while I was young.' [The Qur'an: Surah al-Isra 17:24]