I do, quite regularly in fact. My first ever one involved flying, predictably.
My most recent one was quite an interesting affair, however. It took place in a strange world that seemed to be governed by game mechanics and systems, with everyone in the world fully aware of this. Like a much more extreme version of Scott Pilgrim's universe, actually. This world was amazing. I believe I became lucid shortly after walking down a moonlit bridge that reminds me of the architecture of Ruba Cava from Grim Fandango in retrospect. Becoming lucid in this way made it strangely like being the protagonist of a video game, even though all of the people in this world were fully aware of the systems governing it.
The dream seemed very long, but I won't go too far into that as time works in weird ways in dreams. After I lost lucidity, which very rarely happens to me, I think I just went about my business in this world, aware of the systems but not questioning them, like a character in Scott Pilgrim would. At this point it actually fell into what was, I now see, a shameless ripoff of Scott Pilgrim, with me as the protagonist and, in the place of Ramona, a guy who was much less bitchy and obnoxious than Ramona.
So that was a cool/weird dream.