Depends on the dream. My favorite is stepping on a sidewalk block in my childhood town and all the surrounding sidewalk blocks fall into nothingness while I rise above and fly around town.
The kids that made fun of me would see me and be impressed, changing their opinions of me.
[probably a middle school dream there].
I practiced lucid dreaming as a teenage from some book – I think Sun Signs or something like that – and learned it – not hard to learn and being able to influence my dreams or at least be aware of them from an observer pov at the same time as the participant was a huge difference in the fun-ness of dreams.
Nothing official. But I always have a pen and 3×5″ notepad with me at all times, since I was a teenager. I’m 43 now and I have a few hundred of those little notebooks.
Some phases I’d use index cards. Lots of times i’d use the computer, Palm Pilot, smartphone, whatever I had on hand.
So, I didn’t treat dreams any differently than shopping lists: if I was interested and I wanted to keep it, I’d write it down before I forgot it.
very useful habit to acquire.