I like lucid dreams. I can usually make a dream lucid once wierd stuff starts to happen.
My logic starts to take over and I know that something isn't possible, so I become aware.
It also lets me do whatever I want then.
I also have a "save-reload" feature in my dream, kind of like Prince of Persia. If anything bad happens to me, I usually rewind, and go through it in a slightly better way.