Radak: Even though I trust in Hashem to save me from every affliction, I ask only to sit in Beis Hashem. I ask Him to cease the wars, so my body and heart will be free to engage in my Nefesh's needs; I do not ask due to fear of harm.

Mesilas Yesharim (Perek 1): Only this - clinging to Hashem - is good. Everything else that people think that it is good, it is folly.

Malbim: I do not request many things. Every day, man has new needs - a cure, food, salvation from an enemy... I request only one matter, for it encompasses all requests. Via it, I will get all particular needs.

Malbim: (a) I had one request, and also in the future I request only it. (b) The request is not for other purposes, e.g. to be saved from enemies and get all my needs. The She'elah is the Bakashah (desired matter) - to be in Beis Hashem. Also receiving my other needs is only for this end!

Radak: It is the house in which the Aron was. Nevi'im, Chasidim, Kohanim, Leviyim like Asaf and his brothers, and other Yir'ei Hashem engaged there in Avodas Hashem, in needs of the Nefesh.

Radak #1: It is to constantly visit the house in which the Aron was.

Radak #2: It is Shamayim. I should have time to contemplate and seek the purely intellectual angels, from which the Nefesh was cut off, and will [ultimately] return to them.

Rashi citing Dunash: To be seen there every morning. It is an expression of Boker.

Rashi citing Menachem: It is [investigating,] like "Lo Yevaker Bein Tov la'Ra" (Vayikra 27:33).