I always remember my dreams. I remember 3-4 of them everynight.
I don't usually wake up, unless I want to.
I can wake up at will, since I realise I'm in a dream.
Also, if someone talks to me in my sleep, I usually reply. Random stuff.
The funny thing is that if someone walks in my room, for example, I am aware of it.
I'm aware of my surroundings, as I'm sleeping.
Unless I'm drunk, as North said. Noone can wake me up then.