I dream fairly often, and most of them contain unpleasant things. They aren't overly nightmares, but I normally wake up feeling sad, angry, annoyed or worried. I am normally fairly aware that I am dreaming, though the experiences are so vivid I tend to forget.

I remember a dream from last week where a friend of mine and myself were running down a street going somewhere awesome. I shouted at him, "I know this is a dream, I just hope I don't wake up yet." Shortly after that my alarm went off and I never saw whatever it was that was so awesome. Funnily enough, he had a similar dream that same night (which is funny, because he's having a really bad case of insomnia and it was the only night in 5 weeks he's got more than 3 hours sleep).