...so why do so many worship on Sunday, the first day of the week?
I can't answer for other Churches or people, but let me give you my reasoning.
I absolutely agree with those who say it doesn't matter which day we worship. Any and every day is a good day to go to Church! By the way, I say that because you mentioned that many worship on Sunday. Realize that folks on discussion boards (this one and most others) tend to be much more dedicated. So when they say, "I worship everyday", I tend to believe them, even if I don't agree with any of their doctrine. The fact that they sought out a message board to discuss issues shows a bit of dedication, even if it is misguided by my standards or the Bible's. They are usually the type that attend some kind of Church function 2, 3 or more days of the week.
As for the Sabbath, which is Saturday. It is in the Law, which we are not bound by. However, like tithes and offerings, it does predate the Law. Heck, If we believe that everything was created in 6 days, then the day of rest was created in less than a week which REALLY predestinates the Law Moses brought!
Given that I believe that any and all days are worthy of Worship, I support the Saturday Worship Service. It certainly is in the top 7 days I'd pick!
However, how did Jesus feel about it? Jesus did break the Law of the Sabbath on at least two occasions in the same chapter of the Bible. That would be Matthew Chapter 12. He allowed the disciples to pick corn and cook up some food, and was questioned about it. He gave a reply, but his final words were that the Son of Man was the Lord of the Sabbath. Then, a sick man wanted to be healed on the Sabbath, and the Pharisees again questioned Jesus about it. He healed him nontheless.
Technically, Jesus did break the law, and it wasn't the only time. However, that is a point for another time. Jesus did however, respect the Sabbath. I am thinking of one time where in chapter 24 of Matthew he said, "pray that your flight doesn't have to happen in winter or during the Sabbath" [paraphrasing]. He still thought of the Sabbath.... He was the Lord of it, after all!
Swinging back the other way, In Galatians 4 Paul rebuked the Galatians as being observers of the Law, and in this chapter especially of beign observers of days, months, times and years. Overall, he was saying we aren't under the Law, and that they should stop switching back to Judiac customs, including the observance of the Sabbath. That, of course is debatable, and feel free to do so, but I can give scripture to back that up.
Next, if you are going to observe the Sabbath, there are also other rules. You can't work, for one. I think the Israelites rightly killed a man for gathering fire wood on the Sabbath.... I'll check that, but I remember something like that. Obviously, you couldn't pick corn, if you are going by the Law, nor cook it. I think you also couldn't travel more than 3/4 of a mile either. I'll check all those if you'd like, but I'm pretty sure there were heavy restrictions.
But, again back the other way... I think it's wonderful to look at the Sabbath and want to Worship on that day. If you are going to say, "God said to do it, thus it's wrong not to!" then fine.... You better keep ALL of the Sabbath as well as every other Law. But there is nothing wrong with keeping the Sabbath. But we are not bound by it, as long as we don't account for it (that is, worshipping specifically on a Saturday) as righteousness. You can claim going to Church as righteousness. After all, it's how we get faith! But it doesn't have to be on a Saturday.
So why Sunday (The first day of the week)?
Well, first off, because it's just as good as Saturday. I just said any and every day of the week is a great time to do it.
Second, because it IS the first day of the week. 2 Chronicles 31:5 (among many others) details something called the firstfruits offering. Now, it's much different in detail from what I am talking about. This was the day that they brought their first "fruits" (wine, calves, food, money, etc) of the season or year. What I am talking about is that Sunday is the first day of the week. Most people get a paycheck every two weeks, but some every week. If you are going to give an offering on Sunday, chances are the first thing you give (meaning the first thing you let money leave your hand) is to God.
Let's not leave it to a money thing. Sunday, most Churches have service in the morning. Mine is at 2:30, but all morning I am preparing for it. The first thing you do of the week if you go to Church is "go to Church"! That is a first fruit of you week, just by attending and participating. So when someone asks "what did you do this week?" you can say, "well the first thing I did this week was go to Church!"
Next, the first meeting of the disciples was on Sunday. You can look to John 20:19 for that. There were extreme reasons for this. First off, Christ died.... They were pretty scared for that reason. They were also scared because it was the day after the Sabbath and the bloodthirsty sabbath keepers would be looking for them. But that's when Christ appeared to them as a whole group.
Next, we go to Acts 20:7. Paul was giving a sermon that day and all the disciples (not the same ones in John 20, but Paul's disciples) gathered to hear him... Again, another event of timing. Paul was leaving the next day.
Finally, I go to 1 Cor 16:2. Paul told the Corinthians as well as the Galatians to gather an offering on the first day of the week. Unlike the first two reasons, this was not because of a special event. This was to be done every Sunday. This kind of goes back to the firstfruits thing I was talking about. Every Sunday, these Christian communities or "Churches" were to gather an offering. It wasn't to be done on Saturday.
I would love to know more of the History of this from a non-biblical point of view (I love history in general), but it seems to me that Paul believed in the firstfruits concept, and it may be that money was collected on the first day of the week. For whatever reason, however, Paul asked (I dare say, commanded) that they take up an offering on Sunday.
If that be so, since we are commanded to give an offering on Sunday, why not take the opportunity to worship?
That being said, I'm not such a legalist that I say it can't be done on "Wednesday" or "Saturday". But the spokesman, the ambassador and the servant of Christ originally did pick Sunday.
Furthermore, I have enough hell in my daily week. I like beginning it with Church!
Last point, and last for a reason... It is the least of my concerns. Most people have off work on Sunday. It's pretty nice that the Lord allows that choice. I'd attend Chuch if it was at 2 AM on Thursday! But thankfully, it's on my day off. Most other people have that day off too. God tells us to be givers. God's a giver too. He demands much, but he is also kind. Perhaps he gave us Sunday as a day to worship because he knew it'd be the day we can most conviently do it.