First a definition: "To pray," as a verb, has two very distinct meanings:
1 : to make a request in a humble manner
2 : to address God or a god with adoration, confession, supplication, or thanksgiving
It is only in this first sense that Catholics "pray" to saints. "To pray" is simply to ask, and it is a common English word.
But when speaking of the Saints, it is very important to remember that all worship is God's alone. All grace comes from God alone. Only Christ can save us. Please read these three sentences again; they are core Catholic doctrine as taught for 2,000 years.
OK, so why pray to saints? We pray to saints to ask them to pray for us, in the same way you might pray for me if I ask and I would pray for you if you ask. Christians are called to pray for each other: James 5:16 "Pray one for another... The effectual fervent prayer of a righteous man availeth much." It's what we do.
We do not pray to the Saints in place of God. We ask them to pray for us TO God.
Yes, there is only one Mediator between us and God the Father Almighty, and that is Jesus Christ. But by praying to the Saints, by asking for their intercession, we are not violating Christ's loan mediatorship, as some say Timothy indicates
"For there is one God, and one mediator of God and men, the man Christ Jesus"(1 Tim. 2:5).
Because then we have this immediately prior:
"I desire therefore, first of all, that supplications, prayers, intercessions, and thanksgivings be made for all men:  For kings, and for all that are in high station: that we may lead a quiet and a peaceable life in all piety and chastity.  For this is good and acceptable in the sight of God our Saviour,  Who will have all men to be saved, and to come to the knowledge of the truth."
Be not afraid to pray to the Saints, they are our friends and intercessors, and really, who doesn't need one of those. Find one, learn about them, and pray to them, asking for their help. A good place to start is with your own first name. Find out which saint you were named after and pray.
Anyone ever heard of Saint Rockin'?