Praying to the Father? Jesus? Holy Spirit?

Should we only pray to God the Father? Or can we pray to Jesus, or the Holy Spirit?

Discuss!

Jesus taught us to pray to the Father (Matthew 9:6) and most prayer in Scripture seems to be directed to Him, so it seems to make sense that at least the majority of our prayer should be to Him.
However, I believe that prayer to (especially in adoration) as well as worship of all three persons of the Trinity is permissible. (i.e. 1 Timothy 1:12)

This link has audio and text of John Piper responding to this very question: http://www.desiringgod.org/interviews/should-i-pray-to-the-father-the-son-or-the-spirit

I fully agree with his thoughts.