Often.
For some reason rules still apply in mine, like I can turn a skateboard into a bike and a bike into a car, but I can't turn a skateboard directly into a car. As long as I'm relaxed and I know I'm dreaming, I can take my time and do all sorts of stuff. If I get impatient or panic, I lose control and either leave the dream or wake up completely..
Also I can fly just fine, but it's a lot of work. Floating takes almost no effort once I'm airborne, but to get up there it's like swimming against a strong current.
There's a very fine line between having control in the dream, and accidentally waking yourself up. Finding that line and riding it is the hardest part.