Who to pray to?

Do we pray to Jesus? Where is this in Scripture? I haven't found it. The only way we can do this is through a mathematical formula based on doctrine:

If Jesus = God and we are to pray to God then we can pray to Jesus.

Somehow that just doesn't seem right. After all what of the Father? After all, this is what Jesus taught us to do.

The Holy Spirit? How can the Spirit pray through us if we are praying to it?

The Trinity? And how, pray tell, do you do that?

No matter what I do or think or see or study or ask, it always comes back to One. I pray to God (which, from my understanding, is the Father).

He is, after all, the Source, no? So if we pray "to" Jesus shouldn't we in some sense pray "through" him, kind of like a filter, to the Father?

By the Spirit we pray through Jesus to the Father?

I don't know but it's always been a baffler when in congregational prayer I hear something like:

"Father God, Lord, Jesus, in the name of Jesus, we (blah blah blah). Lord God, in the name of Jesus, we (blah blah blah). And we ask it all in Jesus' name. Amen."

Huh? Perhaps I'm reading too much into it but that sounds like babble. Granted, I'd imagine God would rather hear honest heartfelt prayer than some ritual prayer that is but a mantra and if this heartfelt prayer is spoken in a way that makes no sense, it wouldn't matter to Him.

But it just sounds weird, especially this whole "in Jesus' name" movement. God forbid you leave that off your prayer. It might make it null and void.