I think a lot more people do this than you might think.

I talk to my dog Sandy, who died in December 2004. I have a picture of her on top of my CD rack and I say goodnight to her before I go to bed, as well as tell her about her "brothers" and "sister" (my other animals), and how much I miss her. I also have talked to my grandmother on her birthday and on Christmas. And, yes, I believe they can hear me and are watching over me.

Also, there's a quote that applies here, something along the lines of, "Our relationship with deceased loved ones isn't over--it has just changed." That comforts me greatly, to still feel a connection and know that it's simply a different type of bond than the bonds I have with my family and animals here on Earth.