JOEL - We pray to God the Father because this is what Jesus told us to do as He instructed His apostles: "After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name." (Matt. 6:9, Luke 11:2)

He said something similar in a latter-day revelation to Joseph Smith:
"Ask the Father in my name, in faith believing that you shall receive, and you shall have the Holy Ghost, which manifesteth all things which are expedient unto the children of men." (D&C 18:18)

Jesus also said:
"And in that day ye shall ask me nothing. Verily, verily, I say unto you, Whatsoever ye shall ask the Father in my name, he will give it you." (John 16:23)
There is a clear distinction between asking Christ and asking the Father. Jesus clarifies that once He is gone out of their presence and ascends to Heaven, they are not to ask Jesus for anything. They are to pray unto the Father in His name.
> There are no passages in the Bible that instruct us to pray to Jesus; only to God the Father

If we look at the experience of Stephen in its entire context it will help us to understand what really happened in his situation. Here are verses 55 through 60:

55 But he, being full of the Holy Ghost, looked up stedfastly into heaven, and saw the glory of God, and Jesus standing on the right hand of God,
56 And said, Behold, I see the heavens opened, and the Son of man standing on the right hand of God.
57 Then they cried out with a loud voice, and stopped their ears, and ran upon him with one accord,
58 And cast [him] out of the city, and stoned [him]: and the witnesses laid down their clothes at a young man's feet, whose name was Saul.
59 And they stoned Stephen, calling upon [God], and saying, Lord Jesus, receive my spirit.
60 And he kneeled down, and cried with a loud voice, Lord, lay not this sin to their charge. And when he had said this, he fell asleep.

Stephen's communication with God in this particular situation(verse 59) is not what you would call a typical prayer. He had just experienced an actual vision where he saw Jesus standing to the right side of God the Father(verse 55). Later, as he is being stoned to death(verse 58) and being run over by a car [verse 57, accord :-) ], we are told he addresses both members of the godhead; "calling upon God, and saying, Lord Jesus"(verse 59). Since he had just seen both of them earlier, he was desperately calling out to both of them again as he was dying. I personally have been in similar situations when I have cried out for help to God and/or Jesus as Stephen did, but not exactly in the form of a prayer as Jesus instructed His apostles(Matt. 6:9, Luke 11:2).
It is God the Father who, as the father of our spirits, is responsible for answering our prayers. He is the Supreme Being. So out of respect for Him, it is to Him that our prayers should be directed. Also, we believe that God the Father and Jesus and the Holy Ghost act together in concert when it comes to hearing and answering our prayers. So when you pray to God the Father, you are in essence praying to all three of them anyway.