During most mass liturgies there's not one prayer to (actually it's "through") Mary, and much the same is it true with our prayer books. It's a common misconception, however there are some Catholics that do pray through her more than most. With the Rosary, and any prayer that may include Mary, we pray through her to God ("...pray for us...").
The oldest Christian creed is the Apostle's Creed, and one phrase in it applies here, and that is "... the communion of saints...". And this includes saints both alive and deceased because the belief in the early Church was that the dead are not dead to God, therefore we can ask them to pray for us much like you and I can pray for other people.
Also, there is no requirement for us to pray through Mary or any other saint, thus if one feels uncomfortable doing that, then they probably shouldn't.
I believe the same applies to Orthodox Christians as well, btw.