Well, golly, I wrote such a great post for Ascension Day last year that I'm strongly inclined just to link to it. It's here.
And here are the wonderful collects. We get two, because Ascension has an octave:
Grant, we beseech thee, Almighty God, that like as we do believe thy only begotten Son our Lord Jesus Christ to have ascended into the heavens; so we may also in heart and mind thither ascend, and with him continually dwell, who liveth and reigneth with thee and the Holy Ghost, one God, world without end. Amen.
O God, the King of glory, who hast exalted thine only Son Jesus Christ with great triumph unto thy kingdom in heaven; We beseech thee, leave us not comfortless; but send to us thine Holy Ghost to comfort us, and exalt us unto the same place whither our Saviour Christ is gone before, who liveth and reigneth with thee and the same Holy Ghost, one God, world without end. Amen.
For any of you who are Peter Wimsey fans, the first of those (the one actually for Ascension Day) features in my favorite of all favorite Wimsey novels, The Nine Tailors. As you'll recall (if you've read the book), Wimsey first came to the small fen town in the story back in the winter, on a nasty, snowy New Year's Eve, rang a peal with the ringers (because several had fallen sick of the influenza epidemic and Wimsey had turned up providentially to ring bells for nine hours overnight), and left the next day. But just after Easter, a body is discovered unexpectedly, and the rector, Mr. Venables, writes to Wimsey asking him to come and help investigate. So Wimsey is back in the fens in the spring. He is inspired to guess the location of the mysterious emeralds (yes, there are mysterious emeralds) by the rector's sermon on the collect for Ascension Day.
One of the things I like about Ascension as an Anglican feast is that it's the kind of thing a person with a Baptist upbringing and sympathies can be enriched by without changing one whit of doctrine. It's just a set of ideas that simply never occurred to you before: Jesus took our human nature back to the Father's right hand. Jesus reigns with God, so God and man are on the throne together. We sit with Him in heavenly places. He intercedes for us with the Father. If you are familiar with Scripture, all of that comes back. But if you don't have a liturgical background, you usually didn't think of associating it with Jesus' ascension. But that's when that all started. And of course, as Jesus' words to the disciples just before ascending refer to the promise of "the Gift," the Holy Ghost, so the Feast of the Ascension looks forward to next week, Whitsunday, Pentecost.
Lift up your heads, ye mighty gates, and be ye lift up, ye everlasting doors, and the King of Glory shall come in!