I get sleep paralysis every once in a while, and it scares teh fuck out of me... but my dreaming self has learned to wake my brain. I concentrate really hard on getting my finger to move and if I can, I know I'll jump awake to life.

Also, when I was little, I used to have this dream right when I fell asleep that i was on a bed that was falling in a spiral like into a black abyss or something. Then right before it hit rock bottom, I would awake, startled and scared off my ass.