I actually just had a lucid dream about 30 minutes ago while i was taking a nap and it was really incredible...

The way it happened was....I was in a car on the way back to school and when I couldnt find my way back I told myself "Wait I dont recognize any of this....I must be dreaming" and then I concentrated on where I was and tried to keep myself in the world....I didnt get to stay very long though...prolly about 5 minutes

Also its not like once you realize your dreaming you can stay in that mindstate.....I remember seeing an RA from my dorm (after i realized i was dreaming) and he was like stalking me and shit and I was still talking to him about how he shouldnt....its really weird...yet cool!