First of all, we don't pray to saints but through them. Catholics can and do pray directly to God; the prayers of the Mass are directed to God the Father, Son, and Holy Spirit. Prayer to God is the most important thing we can do, but there is nothing wrong with asking the angels and saints to intercede with God in our behalf. After all, the angels witnessed the fall of one of their own (Satan) while they remained obedient to God and the saints faced the same problems and temptations that confront us, and overcame them with lives of holiness. No Christian hesitates to ask their friends and neighbors to pray for their intentions and needs. The greatest friends we have are those who are in heaven cheering us on as we struggle to overcome our sinful nature and live the Christian life.
All through the Old Testament there are examples of people (Abraham, Moses, the prophets) praying for the benefit of others; and of honor given to angels (Joshua 5:14; Daniel 8:17). In the New Testament we read "The prayer of a righteous man is powerful and effective" (James 5:16, NIV). Who is more righteous than one who has achieved their place in heaven? Just because someone has ceased his or her earthly life doesn't mean that they are beyond our reach, or that they have ceased caring for us. The saints are alive in heaven as 1 Corinthians 15:22 tells us and Revelation 5:8 tells us that the prayers of the saints are offered to God. The saints are God's masterpieces and what artist would say "Don't look at my works, pay attention only to me?" We give honor to God by praising His accomplishments.
When Jesus established his Church, He didn't establish one Church on earth and another unrelated Church in heaven. This is why, when we recite the Apostles' Creed or the Nicene Creed (the Profession of Faith in Mass), we say that "we believe in the communion of saints"; we are all part of one spiritual community, God's family. As family, we care about what happens to one another. When Jesus was asked what was the greatest commandment, He replied that the first was to love God, and the second was to love our neighbor. The saints in heaven keep this second commandment by interceding for us and helping us to love God. We are all alive in Christ (1 Corinthians 15:22) and since we affirm the resurrection of the dead, asking the saints for assistance should pose no problem.
Jesus is the way, the truth, and the life. He is the only pathway linking heaven and earth. The saints are ones who have lived the Christian life and received their eternal reward; they have walked in Jesus' footsteps. We ask that by their example and assistance, that we may walk in those footsteps as well. We do not pray to the saints to avoid Jesus who is the way, the truth, and the life, but we do ask for additional assistance in directing our needs through Jesus to God the Father.