To my knowledge, I've only had two. I didn't have any control over the dreams, and they both ended badly. The last one started out kind of cool as I was exploring abandoned science stations in the middle of the jungle (this was the night after the Lost season ended), I then got attacked by aliens, then I ended up getting warped onto my front lawn, which for some reason was filled with rotting lawn-waste (my family had dropped this stuff off at the dump earlier in the week). I was overcome by the smeel, started throwing up, and I woke up coughing phlegm all over my pillow.
My first lucid dream was quite miserable, and it was exacerbated by the fact that I was only 5 or 6 at the time. My memory is a little hazy, but I can still remember certain it surprisingly well. The sky was blood red. My dad was driving myself and my older brother home. When we arrive at the house, my dad notices that the front door has been broken down. After he walks in to check out the situation, we hear screams. The world suddenly grows smaller. My perspective becomes contorted; it's like I'm looking out of a concave lens. Suddenly, clowns wielding knives begin closing in on my brother and me (unfortunately, I am not making this up) and we run down the street. I turn around; the road is gone and so is my brother. I am standing on the edge of a cliff, the clowns are coming. I fall; I hit the floor; I wake up on the ground in my bedroom. The strangest thing is, while I was crying afterwards, it was only because it hurt when I fell off of the bed, not any of the crazy and disturbing stuff I had just witnessed.