Sandman definitely looks very good. I have seen some clips from it, etc. For years, I have heard that the graphic novels are great (was thinking of picking some up at a bookstore's clearance sale, a few weeks ago, but they only had later ones in the series). In fact, years ago I went to a theatre in Little Italy to see a fan-made short film of that Diner story. It was quite good.

Personally, I have never had a lucid dream. For some reason, as soon as I realize I am in a dream, I immediately wake up.