I've long been fascinated by the concept of directed dreaming. While I haven't read as much on the subject as I would like, I understand that some folks can control the subject matter of their dreams by concentrating/thinking about in a particular way the subject about which they wish to dream.
Before I had read about the concept I personally experienced it. In grade school I read a TAB book about a kid who found a bottle full of magic liquid. When he rubbed a drop on each shoulder he grew wings. Eventually he used up the bottle, rubbed just a bit of residue off the sides onto his shoulders, and got a single feather to have as a keepsake of the experience.
I REALLY liked the book, and the night I finished it I had a dream about having wings, and flying through a hole to the center of the earth. I woke up distraught that the dream was over. The next night I focused on the dream before going to sleep, and was able to partially recreate the dream. Very satisfying. And I didn't feel a need to experience the dream again.
Perhaps when life slows down a bit I will take the time to experience dreams of my choice.