My girlfriend and I woke up one morning mid coitus. As much as that sounds like bragging, it's really weird. It's only happened once, and that was more than six years ago. Waking up to a naked girl straddling you is both cool as hell but also disconcerting. At least until you decide to roll with it, anyway.
As for myself, I'm more likely to say fucked up shit as I'm drifting off to sleep. Somewhere between wakefulness and sleep, my mind does some homebrew acid or something, and I say some really, really nonsensical shit.