I try this every now and then. I haven't had too much success with it, but I've had some interesting non-lucids after playing games. I've been trying this a lot lately, because I just got Final Fantasy XII and Shadow of the Colossus. Nothing yet, though.

[Edit:] And are you kidding, hydroPWNic?? Those weird-ass/first person/character-in-a-video-game dreams are the best kind.