Psalm 37:4 says,
Delight yourself in the Lord,
and he will give you the desires of your heart.
Many read this passage and see in it the key to health, wealth and happiness. "If I just delight in the Lord then I can have that new car I've always wanted!" or something else along those lines. Not only do I think this is the wrong way to think about this passage, I think such thinking is extremely shallow. It is settling for a stone when you could have a world class diamond! Not only that but this sort of thinking looks frightfully like what James was thinking about when he wrote,
"You ask and do not receive, because you ask wrongly, to spend it on your passions. You adulterous people!" (James 4:3, 4a ESV)
If we delight in the Lord I believe he will shape our desires to delight in the right things. If we are constantly lusting after the world and the things that are in the world, then I believe it is a sure sign we are delighting in the wrong things (even the wrong god).
However I see Scripture telling us that there is one thing worth delighting in that is above all else and that thing is not a thing at all but a person. God himself. And also if we delight in the Lord then our desire will be the Lord and he will give us himself. This is something that was promised God's people from the very beginning:
"If you search for the Lord with all of your heart and all of your soul you will find him." (Deut. 4:29)
The Song of Songs is a great place to see what this "delight" might look like (Yes, I am one of those nuts that believes, along with a great portion of the early church, that this book is best seen as an allegory of Christ and the Church rather than something as simple and crude as a manual of love - although it is a love poem extraordinaire). Check out this passage from the third chapter that says much the same thing as our text and the passage from the Law:
The watchmen found me
as they went about in the city.
"Have you seen him whom my soul loves?"
Scarcely had I passed them
when I found him whom my soul loves.
I held him, and would not let him go
until I had brought him into my mother's house,
and into the chamber of her who conceived me.
Do we seek him like we delight in him? Do we find God delightful and desirable? Or has he become merely a means to some end?