-=Reflecting on the Communion of the Saints=-
Communion of the saints is the Catholic teaching that the body of Christ is one body (Eph 4:4, 1 Cor 12:13) in both heaven and earth (Eph 3:15) as one unit in Christ (1 Cor 12:12). That means when one part of the body suffers, the rest suffers with it (1 Cor 12:26), including those in heaven! Certainly Christ who is in heaven sympathizes for us who are on earth (Heb 4:15). This is the background to understanding 'praying to saints'.
Additionally, Revelation gives a depiction of heavenly worship. In Rev 4:1, St. John is invited to witness heavenly worship. And one of the things he saw was the bowls of incense which were the prayers of all the saints (Rev 5:8, Rev 8:3), which implies that saints in heaven are praying. I suppose they are praying that God's will be done on earth as it is in heaven (Matt 6:10)
Scripture also tells us that we are surrounded by this 'great cloud of witnesses' (Heb 12:1) and that we are in the heavenly jerusalem, among righteous men who were made perfect (Heb 12:22-23).
If I remember correctly, this is why C.S. Lewis believed saints in heaven are praying for us. But to take it one step further (and it's a crucial step), Catholics teach that we can invoke them for prayer. In other words, we can ask them for intercessory prayer, aka prayer requests. So Catholics don't pray to saints, rather they ask saints for prayer. Then again, the word 'pray' means to ask. The real confusion with praying to saints comes down to defining prayer: Catholics and protestants seem to use different definitions of the word prayer as they're defined in www.dictionary.com
-=Objection #1=-
You can't ask dead people for prayer!
Yet Jesus would respond in this way: "He is not the God of the dead, but of the living, for to him all are alive" (Luke 20:38, cf Matt 22:32, Mark 12:27). And the context demands it: Jesus claims that mentions that when Moses heard the words 'the God of Abraham, and the God of Isaac, and the God of Jacob', Moses understood that as a resurrection proof text (Luke 20:37-38, Mk 12:26-27)
In other words, everyone in Christ is alive in Christ, including those who physically died. But among protestants, it seems the common assumption is that 'Church Triumphant' (i.e. those in heaven) is no longer part of the body of Christ, or that they're no longer an active part of the body of Christ. In other words, there's a tendency to limit the body of Christ only to those on earth. But again, the body is one body (Eph 4:4, 1 Cor 12:13) in both heaven and earth as one family (Eph 3:15). And if that's true, then when 'Church Militant' (i.e. those on earth) is in pain, then certainly 'Church Triumphant' won't simply sit around in light of 1 Cor 12:26. It just doesn't make sense for them to not be concerned.
-=Objection #2=-
Why ask saints for prayer when you can go directly to Jesus? 1 Tim 2:5 says, "there is one God and one mediator between God and men, the man Christ Jesus". How dare you undermine the mediatorship of Christ!!
I guess that's like saying, "Why ask any of your friends for a prayer request? How dare you undermine the mediatorship of Christ!!" heh, sounds kinda funny doesn't it? Yet 4 verses earlier the passage says, "urge, then, first of all, that requests, prayers, intercession and thanksgiving be made for everyone" (1 Tim 2:1, cf 1 Thess 5:25, 2 Thess 3:1). I bet those in heaven still remember that passage very well.
A lot of protestants interpret 1 Tim 2:5 as if it means don't ask anyone for prayer, or don't ask saints in heaven for prayer. And this is what frustrates me: 1 Tim 2:5 has nothing to do with asking for prayer, rather Christ as mediator is a reference to the mediator of the New Covenant (Heb 8:6, Heb 9:15, Heb 12:24). Just as figures like Moses, Noah, and David were all covenant mediators who were to bring God's people back to God. And Jesus is the mediator of the 'better covenant'.
-=Objection #3=-
Why bother asking a saint in heaven for prayer when you can go to your friends!?
Since these people in heaven are made perfect (Heb 12:23), their prayers are more powerful and effect than someone like me (James 5:16). Their prayers are not hindered (cf 1 Pet 3:7) since they're in heaven. Mark 12:27 implies that they're probably more alive than we are because we still have sin in our lives (1 John 1:8). This is why Mary and the saints are commonly invoked for intercession.
-=Objection #4=-
Where does scripture say to invoke saints in heaven for prayer?? It doesn't exist, so we shouldn't practice such things!!
Unfortunately it's only implied in all the passages I shared, particularly Rev 8:3. This is where faith in Sacred Tradition is necessary. (2 Thess 2:15). And some would add that anyone who believes in the bible is trusting Sacred Tradition ;) And fortunately, there's plenty of Early Church Fathers who believed in such practice long before Luther or Calvin was around. Then again, Luther did invoke some saint, but I forgot who.....and I'm still fascinated by that one particular 'prayer' to St. Joseph which predates some NT books.