I've had several dreams with dead family members. Usually I'm the only one who remembers that they're actually dead, but they're just sitting with us, interacting and going about their business. And when I mention that they're dead, I get a look that says "Of course they're dead, silly, that doesn't keep them from being with us though." I always wake up from those dreams perfectly happy.
I have an ongoing dream of sorts. When a new one starts, I'll know it's part of this whole long series of dreams, but none of them are directly connected. In them, I'm able to fly by taking progressively longer and longer steps, eventually I'm jumping twenty or thirty feet at a time, and then I'm just airborne. It's usually set in some idyllic countryside, but occasionally there's towns and cities. Usually they'll have advanced technology and even when I recognize that I'm dreaming, I wish I understood this technology so I could bring it to my own world.
There's also the music dreams, where I'm writing absolutely beautiful music and I know how everything fits together. I wake up and used to be able to jot down a few notes worth, but nothing's ever come of it. I lose a lot of the music when I wake up. It's a bit sad, but it's always nice to go back to the music dreams and listen to the beautiful music inside my head.