What do some people mean when they say they want messages to go deeper?
Number Two: Intellectual Depth
I listened to a REVEAL workshop on preaching that made this point: Most of your spiritually mature and most bibilically literate members want to learn something new about the Bible every week when they come to a worship service. Of course, that's challenging because (1) they know so much already, (2) different people don't know different things, (3) so much information is readily at hand these days, and (4) you don't want to get so detailed or esoteric you lose all the folks that aren't yearning for this.
I remember meeting for coffee a couple of years ago with a member who told me he wanted my messages to go deeper. Reflecting back on that conversation, this is what he was looking for. But then he said, "But that's not what my wife wants." I had the feeling I was going to disappoint one or both of them every week.
All that being said, I am firmly committed to offering more intellectual depth to my messages, and I love it when one of our long-term members tells me they learned something new that week. Examples from the Jonah series include my comments on the improbabilities of the Jonah story from a couple of weeks ago which included my original Psalm (no one said intellectual depth has to be humorless) and some of the "word studies" in recent messages (e.g., the message on fear).