Thanks Jem7
I have tried a variety of techniques with varying levels of success. Most of them involve two basic principles, conscious relaxation and concentration. The goal is to maintain consciousness while the body falls asleep. One I think I've had the best result with is the Lord's prayer. Basically, I begin by doing a conscious relaxation (self-hypnosis style) then after well relaxed I would concentrate on reciting the Lord's prayer over and over until wee next thing I know I'm out and about. This can of course be replaced by just about anything that holds your concentration--mantras, other prayers, visualization of an image, etc.
Many times while out my intuition will guide me as to what to do. Often, there will be spiritual beings there already in my room teaching me, usually about myself. Of course one of my first goals was to just maintain awareness long enough to make it down the stairs of my apartment. But one of my favorite things became to call a spiritual figure such as Jesus or Buddha, and many times I simply ask God to show me what I need to see

I've heard of people traveling places like to the pyramids or other planets, but I have a tough time maintaining awareness long enough to do things like that without drifting into a dream.