What a good idea it was - I think we Anglicans started it with our Authorised Version of the Bible - to print LORD in capitals; at least, in the Old Testament and at least when LORD stands for the four Hebrew letters YHWH. Most readers will know that what the Hebrew manuscripts actually have here is the Hebrew name for God. But for millennia our Jewish brethren have refrained out of reverence from uttering it aloud: when the reader gets to YHWH in the text what he actually utters is (the Hebrew word for) 'Lord'. To tip him the wink to do this, the texts put the vowels of that word onto the consonants YHWH, giving YeHoWaH (which is the origin of the version 'Jehovah'). So when the Hebrew Bible was translated into Greek, and then Latin, the translators wrote, not YHWH, but (the Latin and Greek words for) 'the Lord'.
I feel that it is disrespectful towards the Hebrew origins of our Faith for Christians to utter this great and unutterable name. Even if the philologists are right to say that it was pronounced Yahweh, there is nothing more wince-making than to hear callow students of the Old Testament droning comfortably on about yarwey as if it were the name of their pet cat. Nor should we use in church translations of Scripture which encourage ignorant readers to read the Name aloud. Happily, the latest edition of the neovulgate Latin Bible eliminates 'Yahveh', and the Roman liturgical authorities have banned the public utterance of this word in Bible readings.
We don't always realise the significance of 'LORD' in our worship. The priest starts the Eucharistic Prayer by calling God 'Lord, Holy Father, Almighty Everlasting God' (at least, he does if he is using an accurate translation of the ancient Western 'Preface'). We thus begin by identifying the God we address as the ancient God of the Hebrews before we go on to identify him with the 'Holy Father' to whom our Saviour prayed at the Last Supper (John 17). As Pius XI pointed out, we are all spiritually Semites; the God to whom we offer the Holy Sacrifice of the Mass is the God of Abraham, Isaac, and Jacob, whom we ask to receive it as he accepted the gifts of his righteous servant Abel and the sacrifice of our patriarch Abraham and what was offered by his high priest Melchisedech. Dom Gregory Dix wrote of 'the majestic tradition of the worshipping church, the rich tradition of the liturgy unbroken since the Apostles, and beyond - beyond even Calvary and Sion and the synagogues of Capernaum and Nazareth, back to the heights of Moriah and Sinai and the shadowy altar on Ararat - and beyond that again', in what he called 'the Church's quiet insistent proclamation in the Canon'. This is another reason for applauding Pope Benedict's 'Hermeneutic of Continuity' in reconnecting the worship of the Western Church with its ancient and glorious roots. (No wonder Patriarch Alexis of Moskow not long before his death spoke of this as ecumenically a unifying factor.)
One last point. The priest introduces the Eucharistic Prayer by saying 'Let us give thanks unto the Lord our God' (Cranmer's biggest mistake was to render this 'our lord God' as if 'Lord' is an honorific functioning as in 'our lord bishop'). The celebrant thus calls upon us to join him in making the one all-availing thank-offering to YHWH of his Son's Body and Blood. In the Tridentine Rite the priest, at these words, joins his hands together, the liturgical sign of total self-humbling (as a captive or slave might offer his wrists to be bound). And he raises his eyes to heaven and then bows his head. What a shame it is that modern rites ignore this wonderful reverencing of YHWH our creator God, the God of our forefathers Abraham, Isaac, and Jacob, the God to whom once we offered a twice-daily Tamid sacrifice of a lamb in his Temple and to whom now we offer the Immaculate Lamb.