I see that the Orthodox in the new World are starting to pick up the odd post-Vatican II idea that we do not pray TO Saints but only THROUGH them. In this country children in Roman Catholic schools are now taught not to pray TO Saints, despite the fact that there are prayers from Pope John Paul II to Saints and to the Mother of God.
A quick flick through Orthodox prayerbooks, akathists, etc., will show that we pray TO the Saints.
I have noticed that as well. We say "Most Holy Theotokos, save us
". We don't ask to "be saved" by her prayers, we ask her to save us.
Of course, everything a Saint is - the holiness and perfection - is ultimately God. Even the Theotokos, the greatest creation of all and second only to the Trinity, does not have this power of herself. But when the saints unite themselves to God as perfectly as they have, they become conduits of God's Energies (or in Western-speak, Grace).
As to prayer to saints in general, there are examples of this in the Bible. In Luke 9, Elijah and Moses are aware of earthly events. In Luke 16, the deceased rich man intercedes for his brothers. In Revelation 5, the saints in heaven offer the prayers of the righteous to God. In the Old Testament, in Zechariah 1, an angel intercedes for Jerusalem. In Tobit 12, an angel presents prayers to God. In 2 Maccabees 15, the deceased Onias and Jeremiah pray for the Jews.
Being all that as it may, what helped me overcome this hurdle was to realize that those people in heaven are not dead, they are alive. They are a "great cloud of witnesses", and they can somehow see our world while they are in God's very presence. I always knew that, but I had never taken it to its logical conclusion -- to pray to them.
The Bible clearly teaches that prayer can have more or less weight based on the righteousness of the person (James 5). Those who have already finished the race and are in heaven have more powerful prayers than we who are sinful are able to muster.