I usually have one lucid dream during the night. Here are a few things I'd love to do while lucid:

1. Explore my dream world at a more leisurely pace, this includes false awakenings. Also be more aware of how I got to a given place in my dream. Exploring my current surrounding during a false awakening would help me better recognize when I'm having one.
2. Defy laws of physics, like pass through an object like a door that would normally have to be opened, especially if I'm trying to get away from something scary.
3. Be more aware of how I come across important people in dreams. Like last night, I had a dream where I met NSYNC, or sometime in 2011, when I had a few dreams where Adam Lambert showed up, but don't remember when or how the person or people showed up, or how long that given person was there. These important people don't have to be celebrities, they could be people like my mom or dad, or my older sister.
4. Interact with objects around me, ranging from simple like picking up a cup, to something more complex, like using my TV remote to turn on random lights in the house.
5. Be more aware of conversations I have with people around me.

There are many more things, but these are more immediate ones. I would also like some advice on recalling more segments of my dreams better. I usually only remember a certain specific moment in my dream, and forget the least important part. The amount I remember from a given dream varies from dream to dream. Sometimes I'm able to recall most of what happened from the time I became lucid until I wake up, other times, it's that one intense section. You know, that one section where you feel like you're in heaven, or that "scary" section of a dream.