To whom should we pray? To the Father or the son Jesus or the Holy Spirit? While praying how should we pray? Should we praise the Father, the Son and the Holy Spirit and to whom should we ask? To the Father or the Son or the Holy Spirit? 


  John 14:14 (ESV) says
  If you ask me anything in my name, I will do it.


Does that mean we should ask only to Jesus. Or is that not a matter if we ask any one of them, since they act together?

I afraid we should not bypass any one of them. Or, is just closing the prayer by saying "In the name of the Father, Son and the Holy Spirit I ask" fine?
According to Jesus,


  This, then, is how you should pray: "Our Father...


Jesus is clear that we pray to the father.

That said, I am personally convinced that if we get God's name wrong he still hears us. If my son occasionally calls me "mum" when he asks for my help I still help him (and it makes me smile, to be honest). I don't think a heavenly father would do any less.