When I ask a friend to pray for me, I say, "Can you pray for me that ...."
Is this what the orthodox say? I always heard that you say things like "Mary, save us" or "St Anne have mercy on me" or something like that.
When you pray to saints, it seems you literally speak to them like they are God, like they have the ability to bless you directly, don't you?
No! All good things come from God and His grace. If God hears the prayers of Christians and answers them, though, we sure are lucky to have the Christians of the last 2000 years praying for us when we ask them to.
Here's a few examples of Orthodox prayers out of Orthodox prayer books:
A PRAYER TO YOUR PATRON SAINT
O saint of God, (the name of the saint), pray to God for me, for my home and my family. Amen. Pray to God for me, O saint (the name of the saint), well-pleasing to God, for I readily recommend myself to you, who are the speedy helper and intercessor for my soul. Amen.
A PRAYER TO YOUR GUARDIAN ANGEL
O Angel of Christ, holy guardian and protector of my soul and body, forgive me everything wherein I have offended thee every day of my life, and protect me from all influence and temptation of the evil one. May I nevermore anger God by any sin. Pray for me to the Lord, that He may make me worthy of the grace of the All-holy Trinity, and of the Most Blessed Theotokos, and of all the Saints. Amen.