I am a frequent practitioner of lucid dreaming. I usually have one about every month now (when I first started it was about every 4 months). The only thing I have to work on is my urge to beat the living fuck out of my dream citizens mortal kombat style.
One of my favorite times while lucid dreaming was creating a coastline, and watching a never-ending sunset. The level of control you have on everything when you lucid dream is retardedly addicting. I've flown in the air, created landscapes, killed people, long-jumped over the san francisco bridge, teleported, gained super powers etc.
There are, however, down sides of it. I once, "woke up," I guess, but I was still dreaming, and when I actually woke up I was extremely out of my mind that day. I've also reverted into possibly one of the most horrible nightmares of my entire life, and woken up with sleep paralysis, but other than that, it's a really awesome hobby to take up. I've most recently been having lucid dreams after a night of drinking alcohol, just food for thought if there might be a connection there. Any thoughts?