To Whom do we Address Prayer?

Normally we address prayer to God the Father in the name of the Lord Jesus Christ in the power of the Holy Spirit. There are also times when addressing the Lord Jesus is appropriate. He is the Head of the assembly which is His Body and, as such, we look to Him for direction in assembly matters. Also He is Lord of the harvest and, as such, we supplicate the Lord of the harvest that He would send forth laborers into the harvest and provide for them and help them and encourage them. Then again, He is the One who lived here to the glory of God. He is able to understand us when we cry to Him in the circumstances of the pathway. Stephen is an example, "Lord, lay not this sin to their charge." Also, "Lord Jesus, receive my spirit.”
Let us not, however, confound the Persons of the Godhead. To thank God the Father for dying for us on the cross is unintelligent. God the Father sent the Son; the Lord Jesus came here and died for us. We can understand that, can't we? I believe that praying in the Holy Spirit will do that. While we are on that subject, Scripture does not allow the idea of prayer to the Holy Spirit. Of course, He is fully and equally God with the Father and the Son. But I don't find any example or precept of prayer to the Holy Spirit. We pray in and by the Holy Spirit.