First off, sorry about my cheesiness back there. Oddly, though, it's pretty much true about the lack-of-flying-dreams-since-I-became-happy thing.
Anyway: My "being chased" recurring dream always put me back to like nine years old (probably when they started), and in the house I lived in at that time, dragging my brother behind me. Naturally, the rooms were still there, and in the right places, but the yard was different and there were all these secret passageways inside the houses and everything - one of which was accessible from under my brother's bed. Wierd. Eerie. Weerie.
I realized when I was about fifteen that I could experience lucid dreams, and haven't had too many nightmares since then. It's pretty hard to be terrorized when you can call up the powers of any superhero you've ever imagined.
I do recall one from a few weeks ago, as it was particularly vivid and woke me up (no easy task without a cup of coffee), wherein I was a rock star, my wife was my manager, an ex-girlfriend was my wife, and we and various and sundry others shared a bungalow at some posh resort at some stop on my tour. Everyone left so I could prepare for the evening off out at dinner and the theatre, and when I remembered to shut off the back porch light, I walked out back and saw this river of sewage flowing down the hill, past all the other bungalows. There were guys down there trying to clean it all up, and they asked for help, but I had reservations, man! Weeks in advance! I tried to break it to them gently, but they chased me around and through the River O' Shit and over the bungalow's privacy fence, and while I was hanging off the porch railing, trying to heave myself over it (no easy task without superpowers), they started throwing bricks at me. I somehow knew ahead of time the third brick would kill me, so I dodged it artfully, falling to the ground in the process. The fourth brick summarily smashed me in the face, which woke me and (I presume) killed my dream character.
Yeah... analyze that.