ceemdee: Not waking up is all I care about. I don't really want control of my dreams because then they would lose that oh-what's-going-to-happen-next movie feel. However I'd rather be late for work than wake up from some of the dreams I've had!
Lucid dreaming is pretty much modding the dream instead of playing around in it, like leaving the audience seat for the director's chair. It's a cool experience of it's own.
While I like waking up from weird dreams or nightmares, I really hate when I'm given something really cool or I earn or find something valuable only to wake up and find out it doesn't exist.
Kingoftherings: I can't control my dreams. This study is bullcrap.
http://www.lucidity.com/
I found that website when I was looking into the subject not for myself, but because I wanted to create a character for a story that had dream sharing talents a la Freddy Krueger and such. They sort of explain the thing and give steps to induce lucid dreams, though I've never tried any of it and I can't really tell if there's any scientific evidence behind it. All I can say is that I did have one once so they can happen. Gamers being more prone to it is debatable.