Jesus entered Jericho and was passing through.
  A man was there by the name of Zaccheus; he was a chief tax collector and was wealthy.
  He wanted to see who Jesus was, but being a short man he could not, because of the crowd.
  So he ran ahead and climbed a sycamore-fig tree to see him, since Jesus was coming that way.
  When Jesus reached the spot, he looked up and said to him, "Zacchaeus, come down immediately. I must stay at your house today."
  So he came down at once and welcomed him gladly.
All the people saw this and began to mutter, "He has gone to be the guest of a 'sinner.'"
  But Zacchaeus stood up and said to the Lord, "Look, Lord! Here and now I give half of my possessions to the poor, and if I have cheated anybody out of anything, I will pay back four times the amount."
  Jesus said to him, "Today salvation has come to this house, because this man, too, is a son of Abraham.
(NIV) Luke 19:1-9 

So when we pray "thy kingdom come," it is good to be open to the ways of that kingdom.  When Jesus offered his famous Our Father prayer, or some of us call it The Lord's Prayer, none of it was intended to be uttered in a generic way.

If I truly want His kingdom to come, and His will to be done, then I open myself to his transforming power in MY LIFE.  Jesus didn't just want us to "hope" that God's kingdom would somehow come into the world.  He uses our lives to make it happen.  That's part of what the church is for not only when they meet together but as they scatter into the community.

Judgment without mercy will be shown to anyone who has not been merciful.