I've had a few interesting ones.. one of the problems, though, was that they happened before I even had my first lucid dream, way before I even heard about lucid dreaming.

I once woke up by an alien strangling me(obviously i was in sp.) He sat on my chest and absolutely choked me, until suddenly I gathered all my strength and- I woke up...
In the air in front of me this weird futuristic object was hovering.... then WOOF it flew into my mouth... I woke up.. Totally fucking freaked out about it.

Most people who claim to have been probed or abducted by aliens and shit like that are actually just people in sleep paralysis or vivid dreams.. I mean.. even I feared it was true for a second..