There a couple of quotes on Christ's work of intercession (praying for us) that have been echoing in my mind recently.  First, though, consider a couple of passages from Scripture that clearly lay this out.

Who is to condemn? Christ Jesus is the one who died- more than that, who was raised- who is at the right hand of God, who indeed is interceding for us.            -Romans 8:34

Consequently, he is able to save to the uttermost those who draw near to God through him, since he always lives to make intercession for them.              -Hebrews 7:25

Now a some quotes that help explain and open our eyes to the magnitude of this reality.

“It is a consoling thought that Christ is praying for us, even when we are negligent in our prayer life; that He is presenting to the Father those spiritual needs which were not present to our minds and which we often neglect to include in our prayers; and that He prays for our protection against the dangers of which we are not even conscious, and against the enemies which threaten us, though we do not notice it. He is praying that our faith may not cease, and that we may come out victoriously in the end. (Berkhoff, Systematic Theology p. 403)

“If I could hear Christ praying for me in the next room, I would not fear a million enemies. Yet distance makes no difference. He is praying for me. (Robert Murray M’Cheyne p. 179)

(HT:Erik Raymond)

Finally, Carl Truemen:

...when we turn to the intercession of Christ at the Father's right hand in the present age, we must not think of Christ as somehow begging, cajoling, or bribing the Father to be merciful.   Rather, we should think of the heavenly session of Christ as involving the mutual delight of Father, Son and Holy Spirit in the accomplished work of the Incarnate God and as rejoicing in the great work of salvation.  The Father does not hear the Son's intercessions unwillingly or impatiently; he takes pleasure in hearing the Son and in granting his requests, for in a very real sense the intercessions of the Son are the deepest intentions of the Father as well. The very presence before him of the Son with his wounded hands and side is a source of immeasurable satisfaction, pleasure and joy. This should fill believers with confidence as they pray.  We need no intermediary other than that which we already have in God Incarnate.

(HT: Vitamin Z)