Don't know if anyone has read this webcomic:

http://www.thedreamlandchronicles.com/

It's aimed at kids, but it's pretty good anyway and based around dreams and the forms they can take. At a deeper level (past the fantasy and the fairy-tale world) it certainly takes the idea of Lucid Deaming to a whole new place. The story is basically about kids who can go to this place called "Dreamland" in their dreams which is basically a different world with a fantasy theme. However, the hero ends up being continually able to go to Dreamland even after he reaches his late teens.