I just skip the middleman and go straight to the top.
Asking my family and friends to pray FOR me is a bit different than me praying TO a saint.
Jesus taught us the Lord's Prayer, and that's good enough for me. "Our Father, who art in heaven...". Not "Our blessed mother mary" or "Our St. Christopher". So that's why I don't pray to the saints.
I'm sure the saints DO pray for the people here on earth, without a doubt. But I don't think that has anything to do with people praying TO them.
The Augsburg Confession speaks of the proper and improper use of the saints:
"Our churches teach that the history of the saints may be set before us so that we may follow their example of faith and good works, according to our calling. For example, the emperor may follow the example of David (2 Samuel) in making war to drive away the Turk from his country. For both are kings. But Scripture does not teach that we are to call on the saints or to ask the saints for help. Scripture sets before us the one Christ as the Mediator, Atoning Sacrifice, High Priest, and Intercessor (1 Timothy 2:5-6). He is to be prayed to. He has promised that He will hear our prayer (Jhn 14:13). This is the worship that He approves above all other worship, that He be called upon in all afflictions. 'If anyone does sin, we have an advocate with the Father' (1 John 1:21)." Augsburg Confession, Article XXI)
The Apology of the Augsburg Confession explains:
"Furthermore, even if the saints do pray for the Church, that does not mean that they should be invoked. Our Confession affirms only this: Scripture does not teach the invocation of the saints, or that we are to ask the saints for aid. Since neither a command nor a promise nor an example can be produced from the Scriptures about the invocation of the saints, it makes sense that conscience remains uncertain about this invocation. Since prayer should be made from faith, how do we know that God approves this invocation? Without the testimony of Scripture, how do we know that the saints know about the prayers of each one? Some plainly ascribe divinity to the saints, namely, that they discern the silent thoughts of our minds" (Apology, Article XXI, 8-11)
From the WELS Q&A