Do you pray to the saints? Why do you not pray to God only? Isn’t that idolatry?
The verb “to pray” is problematic here because of the way people use and understand this verb (not unlike “to worship”). According to a standard definition (http://www.merriam-webster.com/dictionary/pray), the basic meaning is to ask / to request humbly.
In the sense of “asking,” then yes, Orthodox Christians do not think that any member of the Body of Christ is useless and cut off from the Body after falling asleep, but that God, through the Holy Spirit and perhaps the ministry of angels, allows for the “spirits of the righteous made perfect in faith” (Heb 12:24) to intercede for the living.
So, more accurately, Orthodox Christians pray through the saints by asking them to pray for us. The Orthodox understanding that that when we gather to celebrate the Eucharist, we are also gathering with the whole Church — both the living and the dead. All the generations of Orthodox Christians that came before us are alive in Christ. Their personal presence is with us through the grace of God. Thus, just as it would make sense for us to ask friends and family to pray for us during times of distress and trial, so, too, is it natural for Orthodox Christians to ask the saints to pray for us.
Idolatry is the act of not referring something to the source (see http://www.orthodoxanswers.org/answer/615/), for instance honoring or venerating something or someone with no intention of ultimately referring this to the Holy Trinity and even more ultimately to God the Father.
Please also read: http://orthodoxanswers.org/answer/709/