I usually try to convince DCs that they're dreaming, which I find interesting, as they have a tendency to either become afraid - whereupon they disappear - or get very excited and fly off on their own, change into strange beasts, or change their appearances of their own accord.
Flying is the all-time favorite of course. There's just that weird feeling about it that makes it seem so possible. I've tried replicating the sensation of dream flying in real life...didn't work.