Thy Kingdom Come
I know there is so much in this prayer that I can't even begin to understand, much less explain, so keep in mind these are just my thoughts.
This is a really exciting part of the prayer for me. There is a joyful longing, an expectation of the Lord's kingdom coming in power. He doesn't need us to ask for this, he is already doing it; but he wants us to ask it, to be involved. We are the foot soldiers that are helping to usher in his kingdom. There is also a form of self-denial here. Not my kingdom Lord, but yours! It should be obvious, but sometimes we need to remember that we are not here to work out our own personal goals, we are here to glorify God and help build his kingdom. There such an intense longing for me when I pray this. In the context of our surrounding culture its easy to cry "Lord bring your Kingdom."
When Jesus was teaching this prayer to his disciples they must have had the same eager expectation, and yet they were probably expecting a different kind of kingdom. Once again we must remember "thy kingdom" come, not "the kingdom I want" to come.