Jesus taught His disciples to pray to the heavenly Father in Jesus' name (John 16:23) and His Lord's prayer is address to our heavenly Father, not to Jesus!   The NT teaches us to praise and thank Jesus, but to offer our prayer petitions to the Father.  But Jesus is God incarnate, you say.  So why does it matter whether you address God or Jesus in prayer?  Well, the NT teaches that Jesus is the mediator between God and humanity and that we should think of His current role as our heavenly intercessor.  Our acknowledgment of these 2 roles (prayer "in Jesus' name") tends to get buried by our presumption when we address Jesus directly. 

In the mystery of the Trinity, the Holy Spirit is God's saving power in action or God insofar as we can experience Him.  The Holy Spirit helps guide our prayers to the Father and points away from "Himself" to the Father.  So I believe we should petition neither the Spirit nor Jesus.  But God is compassionate and does not abandon us for our minor theological errors. Many prayers to Jesus or the Holy Spirit have been very effective, despite my  quibbles!

I think the more important issue is this: How should we talk to God?  What should we say and not say--and why?  Jesus warns us not pray as if God needs the information: "Your Father knows what you need before you ask Him (Matthew 6:8)."  Jesus also warns against the use of repetitive words and phrases (6:7).  But anyone who tries to pray for an extended period of time finds themselves reminding God of needs and tirelessly repeating the same petitions and words of praise and thanksgiving.  After a while, such words seem cheap, mechanical, and ineffective, but the petitioner despairs of the lack of alternatives. 

So what is the solution?  Let me make just 2 points here.
(1) One must learn to pray in the Spirit (Ephesians 6:18).
I will discuss this in a later post.
(2) Most believers seem to assume that there are basically 3 types of prayer: praise, thanksgiving, and petitions.  To correct his misconception, I recommend Richard Foster's book, "Prayer," where this Quaker scholar offers chapters on 22 (!) different types of prayer.  The more these types are understood and practiced, the more our petitions can be effective and our praise and thanksgiving meaningful.
Before you read Foster's book "Prayer,"  I recommend that you read his earlier outstanding book, "The Celebration of Discipline."  Google the reviews and table of contents for both books in Amazon.  Anyway, Dude, do you want me to start a new thread on these issues or address them in this one?

P.S.  Now for a Duh moment.  Do you prefer I address you as "Dude," "Vince," or "Vincent?"

And Albert, I will address the questions your raise in a future post.