While we may remember that the saints intercede for us in Heaven, we may forget that Jesus is our primary intercessor before God the Father.
It's interesting to linger on that fact: Jesus prays for us.
The Catechism of the Catholic Church affirms this teaching and expands on it in its section on prayer:
Jesus also prays for us -- in our place and on our behalf. All our petitions were gathered up, once for all, in his cry on the Cross and, in his Resurrection, heard by the Father. This is why he never ceases to intercede for us with the Father.
St. Paul wrote about this mystery in his letter to the Romans:
Christ Jesus, who died, yes, who was raised from the dead, who is at the right hand of God, who indeed intercedes for us.
Often in prayer it is easy for us to imagine ourselves presenting our petitions to Jesus, asking him to grant our prayers.
However, we don't often envision our prayers being "taken up" by Jesus and presented to God the Father.
This is one of the great mysteries of the Holy Trinity, for while God is one, he is also three divine persons.
Uniting our prayers to Jesus
We can also unite our prayers and petitions to Jesus and by doing so, we can obtain those things which we seek:
If our prayer is resolutely united with that of Jesus, in trust and boldness as children, we obtain all that we ask in his name, even more than any particular thing: the Holy Spirit himself, who contains all gifts.
This doesn't mean that God will automatically give us everything we want.
At the same time, if we are truly united with Jesus, uniting our heart with his heart, our desires will be united to his desires.