In the first place, the expression, "praying to Saint X" is misleading and unfortunate. In older English "pray" simply meant to request politely. Thus, in the Kjv, we read that Jesus boarded Simon Peter's ship and "prayed him that he would thrust out a little from the land." (Luke 5:3) Thus, the idea of "praying to Saint X" is simply the idea of asking a fellow Christian to intercede with God on one's behalf. It is not different in principle from asking your Christian roommate to pray for you. However, in modern English, the word "pray" is generally understood to refer to worship. I therefore urge everyone who talks about "praying to Saint X" to modernize his language and instead talk about "asking Saint X to join me in praying to God for the recovery of my sick aunt," or whatever. The other way of talking can mislead others, and it can mislead the speaker.
That was a preliminary comment on terminology. Now to the question. Undoubtedly asking one's fellow Christians in heaven for their prayers is something that can be abused. It can readily degenerate into the notion that getting what you want from God is a matter of knowing what channels to go through, what strings to pull. One ends up thinking of heaven as a place like the seat of a corrupt government (whether Washington or Versailles), where favors are traded and deals are made by influence peddlers. But the fact that something can be abused does not mean that we ought to give up its proper use. And surely one of the most valuable truths of the Christian faith is that God's love for us moves us to love in return, not only God but also one another, so that every Christian is a mirror in which the light of Christ is reflected to every other Christian. The Scriptures seem to show that God delights in giving us gifts through others when He could just as easily have given them directly. When Paul on the road to Damascus asks, "Lord, what will you have me do?" God does not tell him, but sends Ananias to tell him instead (Acts 9:1-19). When the centurion Cornelius is praying, God sends an angel to speak to him, but the angel does not preach the Gospel to him. It tells him to send for a man called Peter, and Peter comes and preaches the Gospel to him (Acts 10). God wants us to owe our spiritual well-being, not just to Him, but also to one another. Hence He has told us to pray for one another. Nor is the bond of Christian love broken by death. The martyrs under the altar in John's vision (Rev 6:9ff) pray for the church on earth. Even the Rich Man in Hell, in Jesus' parable, intercedes for his five brothers on earth. Are we to suppose that the saved are less compassionate than the damned?
Is this an important part of my faith, you ask. Well, it is certainly an important doctrine that Jesus said: "A new commandment I give you, that you love one another as I have loved you." To feel myself surrounded by the love of God and of my fellow Christians, living and dead, is important. To love in return, by praying for my fellow Christians as well as for my own concerns, is important. It is not for nothing that Jesus taught us to pray: "Give Us Our daily bread, and forgive Us Our sins." Do I spend a significant fraction of my prayer time asking various Christians now in heaven for their prayers. No, just as I do not spend a lot of time asking my fellow Christians here on earth for their prayers. But I do ask for, and value, the prayers of my fellow Christians, living and dead; and I delight in the knowledge that when I praise God, my voice is part of a great chorus of praise in which angels, glorified and perfected saints, saints still on their pilgrimage, and even (in ways befitting their natures) beasts, plants, and inanimate objects join together. "Let all things praise the Lord." Amen.
PRAYER (traditional language)
O Almighty God, who hast built thy Church upon the foundation Of the Apostles and Prophets, Jesus Christ himself being the head corner-stone; Grant us so to be joined together in unity of spirit by their doctrine, that we may be made a holy temple acceptable unto thee; through the same Jesus Christ Our Lord.
O God, we thank thee for the glorious company of the apostles, And especially on this day for Simon and Jude; and we pray thee that, as they were faithful and zealous in their mission, so we may with ardent devotion make known the love and mercy of our Lord and Saviour Jesus Christ, who liveth and reigneth with thee and the Holy Spirit, one God, for ever and ever.
PRAYER (contemporary language)
O Almighty God, who have built your Church upon the foundation Of the Apostles and Prophets, Jesus Christ himself being the head corner-stone; Grant us so to be joined together in unity of spirit by their doctrine, that we may be made a holy temple acceptable to you; through Jesus Christ our Lord.
O God, we thank you for the glorious company of the apostles, And especially on this day for Simon and Jude; and we pray that, as they were faithful and zealous in their mission, so we may with ardent devotion make known the love and mercy of our Lord and Saviour Jesus Christ, who lives and reigns with you and the Holy Spirit, one God, for ever and ever.