The Orthodox Church asks for the intercession of the angels and saints. We believe that they are alive and as member of the Church (Triumphant), just as we do on earth (Church Militant), pray for all. The Scriptural backing to show that they can actually "hear" our pleas for intercession is, however, seriously lacking.
Scriptural support for the intercession of the angels is found in Zechariah 1:12-13. But, unlike the saints, the angels are messengers that are specifically sent to a location with a purpose.
Orthodox and Roman Catholic prayers to the saints are pleas, and are not to be confused for worship. Only God is worshiped. Surely, such pleas cannot do much harm, and hope is that that they are beneficial. We are not pleading with the physically dead, but with the spiritually alive.
Kosta50 states things as they are.
To his thoughts I would add one more.
When I ask my friends and family to pray for me, do I sin.
When I pray for someone else, someone I don't know, because I have been asked to, do I sin?
No?
Why, then, does it make any difference whether the friend or family member I am asking to pray for me happens to be a spirit and not a spirit bound to flesh anymore?
What is the distinction? What's the difference?
And why would anyone think their was a difference?
I don't think my friends and family can alter the laws of nature on their own, whether they are alive or dead. I do think their prayers might help, both ways, and what harm is there in asking someone to pray for me?
When I ask my cousin to pray for me, I am not worshipping her as a god nor mistaking her for God.
When I ask God's Mother, Mary, to pray for me I am not doing anything different, and I am not mistaking her for God either.
Really, what IS the big deal here?
Why bother to ask.
The big deal is that there are cultural prejudices at work that have built up on account of philosophies and ancient wars. Some folks want to carry them on to this day, and to call what I do when I ask saints and ancestors to pray for me "worshipping evil spirits" or whatever. I'd say that such folks need to tend to the weeds in their own garden, and stop worrying about mine.