It is an important duty of ours to pray for the dead because although they may have died in grace and in friendship with God, they may still be in need of a last purification in order to enter into the joy of heaven. Prayer for the souls of the dead can be expressed in various ways, including a visit to the cemetery. Going to these sacred places provides an auspicious occasion to reflect on the meaning of earthly life and to nourish, at the same time, hope in the blessed eternity of paradise. - Pope John Paul II (All Souls Day Nov. 2, 2003)
This month is devoted to the Holy Souls. I remember reading that our prayers for them have this wonderful double effect--that they help the souls in purgatory, and that in turn they help us. Those souls who have reached heaven aided by our prayers will remember us in gratitude, and help us in our turn. What family members are supposed to do for one another.
I like to pray for everyone who has died, but I admit that I like to pray especially for my ancestors--until I came back to the Church it never occurred to me that I could do this service for them.