Means to consider carefully, you say (3)
I believe the answer is:
way
'means' is the definition.
('way' can be a synonym of 'means')
'consider carefully you say' is the wordplay.
'consider carefully' becomes 'weigh' (I've seen this before).
'you say' shows a homophone (sound like).
'weigh' is a homophone of 'WAY'.
'to' is the link.
(Other definitions for way that I've seen before include "Path" , "Manner; road" , "Method; route" , "'Manner, mode (3)'" , "Street" .)