Here is a good question I've been seeking a clear answer to. The church I had been attending never prayed specifically to Jesus, and, they seldom mention the Holy Spirit. That eventually got me thinking and feeling like they were missing out on something important. Here are two links I found that do a really good job reasoning through the issue. The first is Christian Apologetics and Research Ministry, and the second is Examiner.com . Very edifying articles overall. There are many others, but these are some of the first ones I came to. Here also one that is not so good by Gqkidz.org.