I'll be talking generally here.
No matter who you're praying to, those messages will always be recieved. It may not seem like it, but our deities give us signs that we're listening all the time. You just have to be open minded.
Like, for example, I often pray to Hermes. I also often find pennies laying around everywhere. One of Hermes' attributes is Currency. So it would make sense knowing that He's listening to me, and that He acknowledges my presence.
It's just little things like that, that make you confident that They hear you.
There's also different methods for scrying. Like Sim said, there's the scrying mirror. There's also water scrying, fire/smoke scrying, candle wax scrying (dropping candle wax in water, and depicting images from it), and all other sorts of methods.