Sheikh Sayyed Sabiq states in his well-known book, Fiqh Us-Sunnah: It is encouraged to climb Safa and Marwah and make supplications for one’s material and spiritual well-being and welfare. During the supplications one should face Ka`bah.
It is well known that the Prophet (peace and blessings be upon him) went through the Safa gate, and on approaching Safa he recited the Qur’anic verse (Verily, Safa and Marwah are among the symbols of Allah) (Al-Baqarah 2:158) and then saying “I begin with what Allah Himself began” he climbed Safa until he could see the Ka`bah from where he stood. He faced the Ka`bah, thrice proclaimed Allah’s Oneness, glorified Him, praised Him, and then said, “There is no deity worthy of worship except Allah. He has no partners. To Him belongs the kingdom and all praise. He alone grants life and causes death, He has power over all things. There is no God but He. He has fulfilled His promise, given victory to His servant, and He alone defeated the confederates.” Thrice he made similar supplications. Then he walked toward Marwah and climbed it, until he could see the Ka`bah. There he made supplications as he had at Safa.
Nafi` has reported that he saw `Abdullah Ibn `Umar standing on Safa and supplicating in these words: “O Allah! You have said (‘Call Me and I shall respond to your call.’) Verily, You do not break Your promise. O Allah! I pray that just as You guided me to Islam, so do not divest me of it until the day You cause me to die.”
It is also encouraged to supplicate, remember Allah, and recite the Qur’an while walking between Safa and Marwah. It is reported that while making Sa`i the Prophet (peace and blessings be upon him) used to supplicate, “O my Lord, forgive me, have mercy upon me, and guide me to the straight path.” Also he used to supplicate, “O my Lord, forgive me, and have mercy upon me. You are the most Honorable, most Dignified.”