It's interesting for me to read all of these comments, as in my experience, I do have quite a bit of control over my sneezes. I love the way it feels to sneeze. (Not to the extent that I'll go around snorting pepper to try and sneeze, but I don't go out of my way to not sneeze if I feel like I have to.) However, I do have a certain degree of control over the sneezes. If I'm at home alone or walking around outside, I'll just let the sneeze come as it comes. If I'm at work or around other people, I'll excuse myself if I get enough warning (I usually have at least an inhale or two of tickliness before the sneeze comes). If not, I'll try to keep quieter by keeping my teeth together.
I've also known people whose sneezes varied quite widely based on their location audience, but in the opposite direction. For instance, I've known people who sneezed fairly normally (wha-choo!) when they thought they were alone, but did the exaggerated scream-sneeze (WHA-CHOOOOOO!!!!!!!) when others were nearby.
I guess I've always thought of it like other bodily functions: coughing, burping, passing gas, hiccoughing, etc. While the impulse/function itself is usually involuntary, the afflicted person often has a bit of control over the delivery.