Yes, I do pray to my favorite saints for interception with God. I also collect Sicilian votives of various body parts so that I can get relief from my sinuses, etc.
Plus, you can get angry with a Saint in many quaint and colorful ways that would be totally inappropriate with the Big Guy, hai capito? You lose the car keys, this is God's Fault? Of course not, But you know that St. Anthony, where the Hell is he when he should be on the job? "Yo, Tony, wake up. Keys! Now!" Works-a for me.
Now as a certified(able)Anglo-Catholic, I do get a bit squeamish on the body parts ex voto thing, but who could not be moved by the Shrines of Chimayo, or St. Anne de Beaupré. OK, they look a little like really bad-fitting prosthetic factories, but whatever.