Good times, and I know all about waking yourself up from getting too excited. Some of the first times I really knew I was having a lucid dream and make conscious decisions to fly, (and flew) I always woke up right away.

I still do more often then not, once I realize I'm dreaming. The ones where I just relax and kind of roll with it changing things mildly in the dream at first are the ones that seem to last alot longer.