What is the question "Mi Li ba'Shamayim"?
Rashi: What angel did I choose?! I chose only You!
Radak: I have no desire in Shamayim other than You. People of bad Emunos, some believe in the sun or one of the stars. I desire only You!
Malbim: I call to my many powers, and say, which of you pertains to Shamayim - the Heavenly spiritual power elevated about time and physicality. I will heed that power and seek it.
Why did he add "va'Aretz"?
Radak: I did not make one of the four elements a 'partner' with Hashem. Some worship water, and some wind or earth.
Malbim: I do not desire anything earthly. I despise physicality and all earthly success. I look only at Heavenly, spiritual successes of [true] happiness.