Do you have lucid dreams, where you can control your dreams? How can I do that?

I have dreams like this quite often. For me, they start like a normal dream, then I spot something that makes me think "This can't be real, I must be dreaming!" I suddenly become concious and feel as if I have woken up within my dream. The world created by my dreaming mind seems as real as the physical world but is free of the limits imposed by Physics. I can then influence the dream at will and play around with the impossibe such as fly like Superman. It's like playing the ultimate free roaming, first person computer game! As a computer gaming console the human brain (hardware)and imagination (software) is vastly superior to any currently available PS3 or Xbox running the best games on the market. For more info: http://en.wikipedia.org/wiki/Lucid_dream

Yes, every so often. Usually they involve flying or riding in trains (probably because I fly and ride in trains fairly regularly :-) I wish there was a way to have them more often.

Yes, but only occasionally. Wet ones are best. http://www.luciddreamingtechniques.org/