Lucid dreaming is great. I haven't had one since I stopped practicing. But I've had a few that I remember, and most didn't go too far :-P.

On my most memorable one, I remember watching robbers rob a store near my house. They had a big, white van. They went into the van, and I followed them. Soon after, we were on the freeway, and I was chasing them in a high-speed pursuit (no, I was not a cop, haha). Somehow I lost them, and ended up in an alley between two big, tall buildings. I tried jumping above the buildings to catch up to them, and I jumped higher than usual. This triggered my lucid state, and I attempted to jump way over the buildings. I did jump really high a few times, but then I got frozen in the air, and my whole body began to buzz while I was frozen in time and space. I woke up, and the top of my head had a buzz to it.

Another one I had before the previous one:

I was in an airport, I believe, and I was in the waiting room (or something) with this good looking woman. But I had to leave, so I did. Walking down the hallway, I realized that I needed to talk to her so I could get her into bed with me (lol, and this is my non-lucid mind!). So I ran back, but the door to the room was locked. I yelled "Unlock now!" or something similar to that, and it unlocked. This triggered my lucid state, and I became aware of dreaming. As soon as I opened the door, I got frozen in time and space, and everything around me began to spin. I woke up with the top of my head buzzing again.

I've had others, but they are not worth mentioning. Have fun with dreaming, friends. If you want to learn more about how to induce lucidity in a dreams, go to Astral Society, Astral Projection, Spiritual Discussion and Information Resources, and read up on it. It's very interesting, and loads of fun!

EDIT: I do remember another time where I became lucid, and the dream world began to fade, and I was about to be frozen in time and space before waking up. But somehow I remembered the technique of spinning my dream body around to stop this. It worked, but then I soon woke up for some reason. Another technique is to move your jaw back and forth.