Well, just to be clear, the question is not whether or not Jesus is the only person we pray to, but if he is the PRIMARY person we pray to.
Prayer is not only directed at Jesus. There is an abundance of prayers of the church that are directed to the Father. Even the Mass is directed to the Father, through the sacrifice of Christ. Many of the prayers in the liturgy start off with "Father". (ie. "Father, you sent your Son..." "Let us pray with confidence to the Father..." "Father, hear the prayer of your faithful".
Jesus himself prayed to the Father: "Into your hands I commend my spirit".