Lucid dreaming is really really friggin awesome, and amazing for exploring the intricacies of how we operate, but man is it tiring. It's such a drag to sacrifice wonderful rest, especially when one is diving into the nooks and crannies of experience from time to time (It sure does demand a lot of energy and neurochemicals, haha!)
As opposed to exploring these energies in a semi-waking or lucid dreaming state, I much prefer to relax into these energies while awake and mindful of my environment. It takes much more energy and a bit of balls from time to time, but man is it worth it. All that amazing background energy is always there, and when it flows forth into "reality", it's really useful in actually integrating the relationship of these energies into everyday perception, and provides sort of a compass for where to put one's energy in a way that's in sync with the flow of things inside and outside of the body.
If I had to give an example, it's like how many people relate the low-moderate LSD experience to somehow pushing a button in the brain that brings things together perfectly without effort. The trick, of course, is to cause and allow this function to take place without the assistance of the substance and to allow the experience to flow without interruption by the ego. Some people call this body rapture or perfect zen.
As HF pointed out earlier, it's very useful to have an clear feeling of what sort of perception one is compelled to explore and to make peace with one's ego for the time one is away. There's no need to stay in these states forever and in modern life it's not really possible to do so, but the ego need not be a trap... it's an amazing tool that can be at our disposal to use or set down as we wish.
I gotta say though... it's a trip. Not only is the full spectrum of psychedelic perception at one's immediate disposal, but many more aspects of experience as well, anything one has the creativity, attention and will to summon up, really. Hell, one can even leave conventional existence behind and blow into the eternal flow for a time if they want. It's all right there.
I wouldn't recommend it to everyone though. I see that a few people have noted that they feel like they don't know what they're messing with in these situations, and "bridging the gap" like I'm speaking of brings all of it front and center. It can be pretty challenging to come to terms with the reality of it and take it by the horns. At times it's scary, intensely emotional, heavier than the hardest rock and roll, deeper than deep and sometimes more real than the "reality" that we're used to. It can really give one a new look on egocentric perception though... It can be SO nice to settle back down into the familiarity of mundane day-to-day life after one has been venturing around the universe all morning. :d