I'm not sure when I started doing so, but whenever I sing the first verse of "Lead Kindly Light", I sing the following gospel song right afterwards:

THANK YOU JESUS [FOR MY JOURNEY]
Thank you Jesus
Thank you Jesus
for my journey
You brought me
from a mighty,
ah mighty long way
ah mighty long way
Thank you Jesus
Thank you Jesus
for my journey
You brought me
from a mighty
ah mighty long way.

-snip-

Here's two interpretations of that gospel song that I found on YouTube:

http://www.youtube.com/watch?v=fx71-hZqgZc
"Thank You Jesus" -Stephen Hill, Lillie Knauls,Jessy Dixon

**

http://www.youtube.com/watch?v=cFbgmHD0SZQ
"Thank You Jesus" - Donnie McClurkin

Fwiw, the first YouTube clip sounds more like the version that I sing, but the tempo those singers use is slower than the tempo that I learned, I guess from hearing it sung in church.