I'm currently in the midst of a series on The Lord's Prayer. This past Sunday I preached on the phrase: "They Kingdom Come." I came across some great quotes in preparation: 

From Ray Pritchard's excellent book, And When You Pray

Consider the matter this way. Every time you pray you must say one of two things. Either you pray, “Your kingdom come,” or you pray, “My kingdom come.” Those are the only two possibilities. But note carefully: When you pray, “Your kingdom come,” you must of necessity also pray: “My kingdom go.” God’s kingdom cannot “come” unless your kingdom is going to “go” They both can’t coexist at the same time and place. 

From D.A. Carson's commentary, Jesus' Sermon on the Mount

"Your kingdom come.” Christians ought not to pray this prayer lightly or thoughtlessly. Throughout the centuries, followers of Jesus suffering savage persecution have prayed this prayer with meaning and fervor. But I suspect that our comfortable pews often mock our sincerity when we repeat the phrase today. We would have no objecdtion to the Lord’s return, we think, provided he holds off a bit and lets us finish a degree first, or lets us taste marriage, or give us time to succeed in a business or profession, or grants us the joy of seeing grandchildren. Do we really hunger for the kingdom to come in all it’s surpassing righteousness? Or would we rather waddle through a swamp of insincerity and unrighteousness?