Hmm... I did something like the gender changing thing a while back while non-lucid. It was pretty freaky, that I can say, and I didn't totally change, but grew a penis instead.

I was a little kid, and in a trailer park kind of neightborhood, roaming around. The sky was really dark and grey looking, but there were some kids outside of one trailer standing around a little kiddie pool, looking at it. I watched them for a little while before they went inside. Curious, I followed them inside. This is when it starts to get blurry and I can't remember much, but the next real memory I have of it is sitting at a computer desk in the trailer and browsing Neopets when I feel something weird between my legs, like they had a tight rubber band between them. I look down and find that I have a penis. When I get up and try to walk, it feels really awkward and I stumble a lot, deciding that I'm glad I'm not a guy. Then for some reason my mother showed up at the door and said it was time to go home. I think I woke up after that.

Waking up fom that, I had to make sure I was still a girl down there!