Ok, aside from entertainment and awe and wonder and satisfying various urges, i am interested in more productive things to do in my lucid dreams.

1) Problem solving - I had a few dreams where i actually did simple math problems (some first year calculus problems) and found that the solution was correct after waking up. I have also considered simply asking dream characters for answers to particular problems (not necessarily mathematical). Many times in our lives we are faced with a difficult decision such as "should I ask her to marry me", or "should I quit my job" etc.. Why not simply ask the same question to as many lucid dream characters as possible and poll the results. Further, you could engage the dream characters in conversations debating your decision.

2) Developing skills - I don't have a reference for this, but I recall reading that "imagining" doing something stimulates the same parts of the brain as actually doing it. Lucid dreams are the ultimate in imagination. As long as sufficient control over the dream can be maintained practicing anything from playing a musical instrument, to a particular sport, or even practicing social skills could in theory improve your performance when awake. You could practice delivering a speech, or performing in front of a large audience which could minimize anxiety in real life.

3) Defeating phobias - make an honest list of things you are afraid of and then force yourself to confront your fears in your lucid dream.

4) Spirituality/Religion - For those of us who are believers in a higher power, I can think of no better place in which to communicate with God. Becoming lucid is knowing that you are no longer in the physical world and you could therefore loudly speak to God regardless of who else was in your dream. You could even simply speak to God through a dream character.

5) Developing Creativity - Dreams generate concepts and ideas with seemingly no effort on the part of the dreamer. Why not take advantage of this. For example, you are a advertising executive and you need to come up with a slogan for a product. Again, work with dream characters to breed these ideas. I've always meant to ask a dream character to tell me a very short story and then try to remember it when i wake up.

Does anyone have any other ideas?