I fail to see how that truly makes a difference. You are, then, praying to the saints to pray for you.
For there is one God and one mediator between God and men, the man Christ Jesus, who gave himself as a ransom for all menthe testimony given in its proper time. 1 Timothy 2:5-6
Jesus Christ is my mediator--I need no other.
"First of all, then, I ask that supplications, petitions, and thanksgiving be offered for everyone, for kings and all in authority, that we may lead a quiet and tranquil life in all devotion and dignity. This is good and pleasing to God our savior, who wills everyone to be saved, and to come to knowledge of the truth."
If God wants us to pray for others while we're on earth, why aren't we allowed to pray for others while we're in heaven? Personally, I see no problem with living fraternity with the saints in heaven. Are you planning on being a loner in heaven?
What you think you "need" is unimportant. What is important is what God has given you, because he knows much better than you what you need.
Now, as to your question: Jesus Christ is the one mediator with the Father. But all Christians are supposed to mediate for each other before the throne of Christ and through him to the Father, which is why Paul in several places asks others to pray for him. Evidently, he didn't think of the Christian faith as "Jesus and Paul alone", so why do you think of it as "Jesus and Senor Zorro alone"?