In the past I've had some interesting experiences with transitioning out of lucid dreams... particularly, pushing through mirrors or windows causes some interesting effects. One AD poster and I discussed the cocoon experience, wherein you push / crawl through a mirror from a lucid dream and find yourself wrapped in a cocoon. According to the other poster, if you fight your way out of the cocoon, you sometimes find yourself on the astral plane somewhere. I've had a few of these cocoon experiences after pushing through a mirror, and in one case relaxed in the cocoon and noticed that I seemed to be wrapped in 3D images and being moved somewhere, as if floating. I ended up in another dream state.