I have to say that I have ambiguous feelings about a national day of prayer. I believe in prayer. I do it regularly even if without the degree of discipline I'd like. I pray for our government, our leaders, and the world. I think it is good when other people pray as well. Here's the problem for me, pray to whom and how?
As a Christian, I pray in the name of Jesus. I don't feel a particular need to force my theology on other people but if I am praying authentically, that is how I pray. So what do I do in an interfaith gathering? I know of some gatherings where each group prays as authentically as they can, where a Muslim might pray in Arabic, a Jew might recite a Hebrew prayer, etc. But if we go that way, eventually we get to a point that somebody can't cross. A Jew might be offended by a Christian's prayer, a Christian might see a sacrifice done by a Santeria priest as going too far... you get the point. More often then, the prayers are watered down and made generic so as to avoid offending anyone. I find that offensive.
In a recent talk to the Baptist Joint Committee, Martin Marty began with a quote from Montesquieu, who observed that the way "to attack a religion is by favor, not by what drives away, but by what makes men lukewarm." Watering down anybody's prayers makes them lukewarm and ineffectual. If I really feel that my government needs prayer, I want to do it with passion and commitment, not some watered down version meant not to offend anyone. Indeed, if I am praying what I truly believe, I'm going to offend someone.
Bottom line... I'm going to pray. And I'm going to pray for my government, but not because a President has asked me to. I'll be praying because he needs my prayers and because as a nation we have not filled full the promise of the vision of our founders. Part of that vision is a nation where faith is neither curtailed nor supported by the powers of government because government has no role in matters of faith.