I don't have lucid dreams in the sense that I can control what takes place but I do often have dreams where I realize within the dream that it is one, so I suddenly grant myself powers (usually flight or super-strength.)

I did, for a while, have a dream series, where I always returned to the same city in each dream and pick up from where I left off, so if I was in danger and I needed a weapon, I'd know that there was a shotgun stashed under the south staircase at the mall. I would never be lost because I knew where everything was in relation to where I was on the map, and my inventory & money would carry over from dream to dream, like a video game.