I've had a few lucid dreams and they are a pretty amazing experience. If you have never woken up in your dreams and experienced the ability to do anything in this alternate reality, I really get a kick out of flying, then check out this new website devoted to lucidity during the dream state.
I once also shared a lucid dream with a friend of mine in which they shared the same experience and reported back to me, she was shocked when I stopped her talking and told her what the conclusion of the dream was!
Interesting stuff and further insight into what consciousness really is, check out the site here