Of course we do. what is sometimes pointed out is that a prayer to a saint is a prayer of praise or of intercession, so that the saint being prayed to intercedes for you before Jesus. In that sense it is different than a prayer addressed to Jesus, which asks directly for His mercy and for salvation. I pray to Mary, as well as to Jesus my Savior every day, a complete rosary prayer:
Hail Mary, full of graceThat is prayed 50 times, in "5 decades", and an Our Father between decades, and an Act of Contrition, and the Creed (different people do it somewhat differently). It is a prayer that works miracles.
The Lord is with thee.
Blessed art thou among women
And blessed is the fruit of your womb Jesus
Holy Mary, Mother of God
Pray for us sinners
Now and in the hour of our death.
Great Panagia (all-holy) from Yaroslavl.
13th c.
Please copy and save this, and may God bless you and bring you to His Truth. Contemplation of all-holy Mary and her divine Child is the best Christian formation you can get. I know you will respond with some silly Protestant slogan, but let these words sink in, please. "And Simeon blessed them, and said to Mary his mother [...] thy own soul a sword shall pierce, that, out of many hearts, thoughts may be revealed" (Luke 2:35).