The words of a song we sing in our Fellowship begin with:
"One thing have I desired of the Lord..."
We desire so many things of God, but what does God desire of us. We come to Him with 'our works' or 'sacrifices, ones that we think will pleases Him. But do they?
Micah 6:8 says,
"He has shown you, O man, what is good;
And what does the Lord require of you
But to do justly,
To love mercy,
And to walk humbly with your God?"
How well King David knew what God desired:
"For You do not desire sacrifice, or else I would give it;
You do not delight in burnt offering.
The scarifies of God are a broken spirit; 
A broken and a contrite heart,
these You will not despise." Psalm 51:16-17
I believe the Sermon on the Mount bears this out:
"Blessed are the poor in spirit...Blessed are those who mourn...Blessed are the meek...Blessed are those who hunger and thirst after righteousness...Blessed are the merciful...Blessed are the pure in heart...Blessed are the peacemakers...Blessed are those who are persecuted for righteousness sake..." Matthew 5:3-10
(Read for yourselves with what each is blessed.) 
Look closely at the Beatitudes and the order in which they are placed. Is this not the exact path by which each Believer comes to the Lord? With an impoverished spirit, to a mourning, to a meekness -- a humbleness, then to a hunger and thirst for knowing Christ who is righteousness. Now, in Christ, a whole new nature; one that desires mercy, has a pure heart and is a peacemaker. And because of his/her testimony may be persecuted for righteousness sake. And, in and through it all there is grace upon grace and blessing upon blessing. All God's ways are perfect!
The Apostle Paul in Galatians 2:20 and this is our position as well,
"I have been crucified with Christ; and it is no longer I who live, but Christ who lives in me; and the life which I now live in the flesh I live by faith of the Son of God, who loved me and gave Himself for me."
This being so, then my desires must be those that the Lord desires for I no longer live. Blessed beyond measure are we whose God is the Lord!
Going back to the opening remark, the song we sing is Scriptrual and I believe it is the desire of God's heart. Read Psalm 27 which is titled, "A Psalm of Fearless Trust in God",in the NASB. Vs.4 says,
"One thing have I desired of the Lord, that will I seek after; that I may dwell in the house of the Lord all the days of my life, to behold the beauty of the Lord, and to inquire in His temple."
Let us love and adore our glorious Lord Jesus Christ and our Heavenly Father who so graciously gave this Son of His love to redeem and reconcile us to Himself. And He gave His Holy Spirit, to dwells in us to lead and guide us in all thing. It will take eternity to know the magnitude of Your love, mercy and grace Most Holy God. We give You all honor and glory for it is all Yours alone. Amen