Why do Catholics pray to saints?

I recognize that the idea of prayer to saints isn't the same as prayer to God. I get that when you pray to a saint, you're really asking them to intercede for you and pray to God for you (if I'm understanding this correctly).

Doesn't this put a limit on God's power? If anyone can pray to God, and if your prayer is in His will He will grant it to you, then why should I pray to someone else to pray to God for me? If it was in God's will anyways, then wouldn't He hear my direct prayer to Him and act according to His will anyway?