When you say, "...started to imagine stuff..." it sounds like you were on the brink of going straight into a lucid dream. When that happens to me, I try not to impart any control at all on the images that come into my head, but at the same still remain cognizant of the fact that a lucid dream is likely to follow.
I know just what you mean about the heavy (deep) breathing; in that in-between state, I can always hear my breathing change to a much deeper, more relaxed rythem.
The best idea is just to play with it, and try not to get too excited when the images come.