I am one of those people who regularly (though not usually) has lucid dreams. There are many ways of learning to lucid dream and inducing lucid dreams. At first I used some of the techniques, but now I don't make any effort and I still have a lucid dream every few weeks or so. Some people are really into lucid dreaming for the purpose of dream control, but I'm not as interested in that, partly because dream control is really hard to do perfectly, but more importantly because like others have said, I am more interested in listening to my dreams than in controlling them.

Having said that, if you are a very adept lucid dreamer, you can take dream interpretation to another level because you can actually ASK the characters in your dreams what they are doing there and what they symbolize.