Hey, welcome to the forums.

Well astral projection certainly implies being conscious within a sleep-like state. I've had experiences where I've walked around mimics of my town, and mimics of my friends, but I'm assured it was all in my head. I don't think there's any real proof out there for out of body experiences, but that doesn’t mean it can’t exist.

As far as lucid dreaming goes, you should look through the tutorials. MILD and WILD techniques are one of the more popular ones. Once you nail down gaining lucidity in dreams, you can most likely work more easily on 'leaving the body'. You should go see what the fine folks in the "Beyond dreaming" board have to say.

Hope I helped in some way.

- GA