The Bible teaches that there is a cloud of witnesses in heaven. (Hebrews 12:1) If saints of old are watching us, should Christians pray to Mary (the mother of Jesus) or the other saints who have gone before us into heaven? While the Bible does not directly answer this question, we can infer that we should not.
No example in Scripture
There is no example of it in Scripture. Catholic Answers says that there is a reference to Saints in heaven offering prayers from saints on earth in Revelation 5:8. "And when he had taken the scroll, the four living creatures and the twenty-four elders fell down before the Lamb, each holding a harp, and golden bowls full of incense, which are the prayers of the saints.” But what is seen here is not clearly what they are claiming. This passage could be showing something entirely different. For example, the elders mentioned here could be symbolic of the church as a whole and as such offering the prayers of all the saints. Or they could be saints in heaven offering their own prayers. Revelation is a book full of symbolism and one passage in it should not be used to substantiate a whole doctrine that is found no where else in Scripture.
It is not any more helpful
In the Bible there are cases of men asking someone else to make a request for them. First, in I Kings 2:13-25 Adonijah asks Bathsheba to make a request of her son King Solomon for him. He asked for a woman that had warmed King David and served him. Second, in Matthew 20:20-28, there is a story recorded of the two sons of Zebedee, James and John, going to Jesus with their mother and making a bold request. There are other examples in Scripture of people asking someone else to make a request for them, but I think they are mostly the same. In all cases it seems that the person who makes the original request asks someone else to make it for them because they believed it would be more likely to be answered favorably when coming from the other person. So Adonijah believes that Solomon is more likely to give a favorable answer to Bathsheba, his mother, than to Adonijah himself. But with God, as Christians, we don't have to be afraid that someone else will get a more favorable answer than we will. Actually, the opposite is true: We are God's children and He delights to give us good things. (Matthew 7:7-11)
The difference when compared to a saint on Earth
“But what is the difference between asking a saint who has gone to the Lord and one here on the earth?” Glad you asked:
There IS a similarity – neither of them are omniscient – only God is. Asking someone to pray for you when you don't know if they will get the message is futile. I don't sit here and audibly ask you or my Grandpa or anyone else to pray for me. I only ask someone that I believe is listening to me. That the saints in heaven will be able to hear and present our prayers to God is more than we can deduce from Scripture. It may be that they are watching and offering prayers and praise on our behalf, but we know that Jesus' intercession is sufficient.
The difference is that I ask how I can pray for you because I am interested in your well being and want to share in your sorrow and joy. (Romans 12:15) We are a body of believers here on earth and ought to ask like one – this is continually affirmed in Scripture - and part of that is by praying for each other. However, how the saints in heaven join in being part of the body is not explained.
No mere human mediator is necessary
Jesus Himself tells us in John that we will not pray to Him in "that day" but to the Father Himself in Jesus name. (John 16:23-24) I don't think that is a command to cease praying to anyone but the Father, but Jesus is telling us that there is nothing between us and the Father. Do you realize what a blessing that is? For thousands of years men and women had to go before God with a sacrifice or a priest to stand between them and God and offer their requests for them, but now we can go directly to Him because any sin that is between us has been paid for (if we are Christians) by Christ.
Pray to the One who answersThe saints in heaven are witnesses, like the fans in a stadium. When a player in a game has a problem with a call the referee makes, he doesn't talk to the fans, he talks directly with the referee, or with his coach. Similarly we should pray directly to God; He is able to answer our prayers.