Amos 5

Woe to you who desire the day of the Lord!
For what good is the day of the Lord to you?
It will be darkness, and not light.
19 It will be as though a man fled from a lion,
And a bear met him!
Or as though he went into the house,
Leaned his hand on the wall,
And a serpent bit him!
20 Is not the day of the Lord darkness, and not light?
Is it not very dark, with no brightness in it? vv.18-20

Read chapter 5
How would you describe what the Day of the Lord is?  Is it Sunday?  Is it the same thing as praying for thy kingdom come?  This passage in Amos sure doesn't make the day of the Lord sound like a "good time."  The day of the Lord appears to be of the time when God comes in in justiceness and wrath on those who are unfaithful to him.  
Amos here is talking to the ten northern tribes of Israel still and this is before their destruction and exile into captivity.  The day of the Lord here could be the time when the Lord did punish them for their sins.  "Some of those who were sinning against the LORD were wishing for Him to come and visit His people. They were hoping to have blessings showered upon them by God. However, their rebellion and idolatry against Him meant that when He would visit them, all He would do is punish them for their sins. Therefore, they should not have been hoping for the day of the LORD to come, for it would only bring wrath and destuction upon people like them" (Precepts.wordpress.com, Nathan Johnson). 
This could also be the yet future day of the Lord as we read in Revelation 1:10 (called the Lord's Day) and all that we see happening in Revelation chapters 1-19; surely which is a time of darkness and not light as you read those chapters.  Yet we have to realize who are the ones destroyed in the day of the Lord then, those who do not know or obey God, who openly rebel.  And this is not people today who may be deceived or ignorant, but this takes place after the Kingdom when all men will know who God is and the day of the Lord or tribulation will be the final testing.  So though Amos is saying to the Israelites who were God's people to fear the day of the Lord, we as believers today do not need to fear this future day of the Lord, only the unfaithful.
How do you understand the day of the Lord when you hear it talk about or mentioned?  What we desire first today is Thy Kingdom Come!