The answer regarding to whom we pray to revolves around why Christ came to the earth in the first place. What is interesting is that while God and Jesus are both members of the Godhead (John 1:1), the Lord still came to reveal the Father (John 1:18, 8:55, 15:21) and to have us pray and worship him directly.
Jesus did not take upon himself human flesh to play up His own credentials, as great as they were (John 1:18, 5:37). The fact that the God of the Old Testament was both seen and heard (Exodus 20:1, 30:17 - 23, 34:5 - 7, etc.) shows that He was a pre-incarnate version of our Savior and not the Father. It also shows Jesus is worthy for us to pray to.
The understanding of the relationship between Jesus and the Father, and the fact that Christ came to reveal spiritual truths about Him, helps us understand why the twelve apostles (and many others) were told to pray directly to him.
What is commonly referred to as the "Lord's Prayer," which, although it is an outline of how we should communicate with our Maker should not be mindlessly repeated, affirms whom we should worship and how he should be addressed. In Matthew 6:9 Jesus commands us to do the following, "Therefore, you are to pray after this manner: 'Our Father Who is in heaven, hallowed be Your name . . .'" (HBFV).
Pray in Jesus' name
Therefore, our communication with the Godhead should normally be directed to the Father. When we do so, we should pray in Jesus' name, which means by His authority. For our petitions to be effective, we should mention we are speaking in his name near the end of our requests (See John 14:14, 16:23, 26).
All this is not to say that it is somehow a sin to pray and make requests directly to Christ. After all, given a standard interpretation of the context and translation of the words in Hebrews 1, the righteous angels regularly bow down and worship him (Hebrews 1:6). As a member of the Godhead Jesus is worthy of worship (Revelation 5:9 - 13). We should not, however, make it our primary practice to make our requests toward him.
Balance
We should avoid making the mistake of exalting the role of Jesus in saving us from sin and eternal death to the extent that we neglect the Father's role in our salvation and lessen his importance when we pray. One of the primary goals of Christ's life on earth was to reconcile all humanity to God. The Apostle Paul states, "For if, when we were enemies, we were reconciled to God through the death of His own Son, much more then, having been reconciled, we shall be saved by His life" (Romans 5:10).
Father first
We should, primarily, pray to the Father that our Savior came to reveal. We should NEVER, however, direct our petitions toward dead Christians (e.g. Jesus' mother Mary, any of the apostles, "saints" that have lived since the first century, etc.) who are unconscious and awaiting a resurrection from the dead like everyone else. Additionally, we shoud never direct them toward angels or objects such as crosses, the Shroud of Turin or any other thing created by the Eternal, as that would constitute idolatry.