Where does Jesus say that we should not ask others to pray for us?
"Teach us how to pray," the disciples said to Jesus. (Luke 11, 1)
Jesus answered by teaching them the prayer we call the Our Father or The Lord's Prayer.
Our Father, who art in heaven,
hallowed be thy name.
Thy Kingdom come,
thy will be done, on earth as it is in heaven.
Give US this day OUR daily bread.
Forgive US OUR trespasses,
as WE forgive those who trespass against US.
And lead US not into temptation,
but deliver US from evil.
The entire second part of the Lord's prayer is intercessory prayer where we pray for ourselves and others (us, we, and our).
Christians praying for each other and the world is intercessory prayer and is accepted and practiced by all Christan denominations (that I know about).
Before Jesus Christ died for our sins and opened the gates of heaven there were no saints in heaven. Therefore there are no Old Testament writings that would mention them.
Very few of the new Christians died before most of the New Testament was written. Therefore there is little in the Bible about asking saints to pray for us.
However the last book of the Bible does talk about the saints in heaven praying.
Revelation 5:8: Each of the elders held a harp and gold bowls filled with incense, which are the prayers of the holy ones.
Revelation 8:3-4: He was given a great quantity of incense to offer, along with the prayers of all the holy ones, on the gold altar that was before the throne. The smoke of the incense along with the prayers of the holy ones went up before God from the hand of the angel.
The Holy Spirit guided the early Church in many things not explained in the Bible including how does the Body of Christ (believers) living on Earth relate to the Body of Christ (saints) living in heaven. We are still one Body.
Catholics share the belief in the Communion of Saints with many other Christians, including the Eastern Orthodox, Anglican, Episcopal, and Methodist Churches.
The Communion of Saints is the belief where all saints are intimately related in the Body of Christ, a family. When you die and go to heaven, you do not leave this family.
Everyone in heaven or on their way to heaven are saints, you, me, my deceased grandmother, Mary the mother of Jesus, Mother Teresa and Pope John Paul II.
As part of this family, you may ask your family and friends living here on earth to pray for you. Or, you may also ask the Blessed Virgin Mary, Saint Andrew, or your deceased grandmother living in heaven to pray for you.
Prayer to saints in heaven is simple communication, not worship.
Asking others to pray for you whether your loved ones on Earth or your loved ones in heaven is always optional.
For more information, see the Catechism of the Catholic Church, section 946 and following: http://www.usccb.org/catechism/text/pt1sect2chpt3art9p5.htm#946
With love in Christ.