Exactly. A list of Do's and Don'ts would sure make things easier at times, but I don't think that is what the Lord's Day is about.
The reality is that we all create such lists in relation to God's commandments, and not simply with respect to the Lord's day. If we were not thinking how God's word specifically applies to our hearts and lives there would be something wrong with our conscience.
Matthew, absolutely! I think the problem comes when a church exceeds the scripture/confessions, and codifies its own "do's" and "don'ts." When the saints are required to observe those things, consciences are often bound and legalism ensues.