Great thread!
As a new Catholic, I’ve had to totally shift my prayerlife (for the better!) in light of the much fuller understanding of the Trinity and the entire heavenly cosmos in which the Church participates.
My prayers are primarily to the whole Blessed Trinity, this feels the most fulfilling for me. In a single contemplative prayer I will sift seamlessly addressing the Father, the Son, or the Holy Spirit. In vocal prayers I like those the most which address all three Divine Persons.
I also specifically address each, and choose vocal prayers for each, such as the ‘Our Father,’ the ‘O My Jesus,’ and the ‘Come, Holy Spirit.’ When I pray to the Father it is usually for general petitions, lamentations or thanksgiving; to Jesus for mercy and forgiveness of sins, as well as inquiries about how I can better conform to His Will; and to the Holy Spirit for Grace and virtues to live the Christian life. The Father is my Master, Jesus is my Teacher, and the Holy Spirit my Tutor, and yet each is true of all the others.
Mary my Mother is my itinerary, a locus point of the Trinity for me. She is the living Ark of the Covenant and I always join my prayers with hers. Before I formally address God in prayer I always ask Mary first to intercede for me, either through a ‘Hail Mary’ or a ‘Memorare’ or just contemplatively. Mary is, like St. Louis de Montfort said, the new ‘Garden of Eden’ with whom we are united to Christ, filled with the Holy Spirit, and approach the Father. Mary intensifies our relationship with the Blessed Trinity, and is the perfect means of joining to Christ in the Holy Spirit. She also fully reveals the Holy Spirit to me, as a Protestant He was always a vague essence, but through Mary He has an image, as she is His Spouse
par excellence.
Then there are the holy Angels and Saints. I pray to my Guardian Angel to help me respond to the inspirations of the same Holy Spirit. The Holy Spirit always comes to us and works through mediums: He comes
through Christ, the High Priest and one Mediator between God and Man Who merited the Paraclete
from the Father for the human race. The Holy Spirit works primarily *with *Mary, who is His Spouse, His image, and unites us to Christ, His primary mission. He guides and protects us by the holy Angels, whom He also empowers with His Grace, as
external forces, and He guides our own souls
interally, counseling our own hearts and minds in the love of God, empowering us with supernatural Grace, which is His very indwelling.
The Saints I pray to in the Holy Spirit through Christ who unites us all in the Church, His Body, whenever I have a very specific intention, and call on a particular Saint to add their holy intercessions for me.
My primary avenue of prayer is *to *the Father, *through *the Son, *in *the Holy Spirit, *with *Mary, the Saints and Angels. There is certainly a mental shift from adoration (total awe) to veneration (deep respect) when I address either God or the Saints and Angels, respectively. Mary is special in the latter case of course, her veneration is higher than all the others put together.
Do you have a personal relationship with each person of the Holy Trinity? Is it easier to relate to one person than the others? Any difficulties relating to any of them? 
