Other random thoughts that came to mind:
1. Go to NASA and steal a rocket.
2. Dig a really deep hole and see if anything interesting happens.
3. Ignore and deny the existence of everything in the dream world, which will cause everything to disapear.
4. Dream suicide. (Only if you are 200% sure you're dreaming. Otherwise it would be very sad.)
5. Visit a psychiatrist in your dream. I'm sure it would work a little differently if you told him you're dreaming.