Jesus acknowledges the inevitable. In Mark (11:23), He says to "believe you receive when you pray" for whatever you desire. Paul touches on it in his letter to the Philippians. He says in chapter four, verse six: "let your requests be made known unto God". God is big enough to handle our wants as well as our needs. David, in repose in his throne room, replete with the blessing of God, has the desire to repay Him back for the victory God had showered upon him up until that time. Nathan, David's friend and advisor, tells him "do all that is in thine heart; for the Lord is with thee" (2 Samuel 7:3). Now contrast this with the audacity of those who attempted to break into Heaven by building the Tower of Babel (see Genesis 11). God, it says, came down to observe and then makes an incredible statement: "now nothing will be restrained from them, which they imagined to do" (verse 6). That's assuming they finished the tower. After God confused and confounded their language, they dispersed "upon all the face of the earth" (verse 8 ) and the project was left, incomplete.
"For I say, through the grace given unto me, to every man that is among you, not to think of himself more highly than he ought to think; but to think soberly, according as God hath dealt to every man the measure of faith." (Romans 12:3, emphasis mine)
I believe that the faith God gives us, as mentioned in the above verse, can be used for good or ill. As Christians, we have an obligation to see that our self-directed (not selfish or sinful) desires are in keeping with the promises God says He'll grant. Everything from simple childlike curiosity (God, show me a shooting star!) to total and complete world domination (really? I thought the position was taken...) must, says Paul, be brought to God in "prayer and supplication (humility)". And in light of that, we need to ask ourselves, "how much would it take to make me content?" "Godliness with contenment is great gain" wrote Paul to Timothy (1 Timothy 6:6). There are many lenses with which to filter our desires before the Lord, but know this: they are all valid (the non-sinful ones, obviously) and God—ever the good parent—delights in fulfilling them.