David's consuming passion is God. PERIOD. That is everything he lived for. He desired God above all. It led him to this prayer request that was one thing yet so full that he could not ask it in just one way. He knew that to seek God would lead him to a multitude of discoveries. And one facet of worship would open up so many more.
So David's "one thing" was really three. He wanted to live in God's presence all his days. David longed to build a temple for the worship of the LORD. But God told him to wait. His son Solomon would do it. David wanted the temple so that he could always be close to God. But there was more than just wanting that.
David wanted to have the beauty of God engage his soul. He longed for more. He filled His desires with a passion for God. God was beautiful. God was worth all of David's love and attention. He desired God in worship more than anything... and as king in Jerusalem David had access to it all. What he really craved was God.
David wanted direction from God. He hoped to live in God's house so that he could always inquire of God. Closeness to God leads to obedience to God. He will lead those who love Him. And real worship leads to a life directed by the object of worship. When we truly worship God, our lives will be led by God.