They can be quite vivid. When they are, I dont want to wake up from them and sometimes when I get woken by an alarm, I'll reset it and go back to sleep to return to the dream. I also have dreams that can blend into the real waking world and cause confusion, this has led to me being late to work and I've yet to find a good solution for preventing.
However, the other side of that coin is the fact that I do occasionally suffer from sleep paralysis. Which is waking up, knowing I'm awake, but completely unable to move due to my body still being in a sleep state. These are often accompanied with visual and auditory hallucinations and are never pleasant. Honestly, the most terrified I've ever been is during those sleep paralysis moments.