It has happened, but not very often. Sometimes I've tried to do things like flying, but it doesn't always succeed. I don't have absolute control over the dream just because I become conscious in the dream. Often what happens is that I become excited by realizing that I'm dreaming and the dream "falls apart". As if my being conscious destroys the story line and the landscape. I start hearing strange sounds etc. Unpleasant feeling can increase, I might try to wake myself up.
Sometimes I've looked at objects in the dream and being able to see very clear details, and thinking to myself how amazing it is that I can see things this way even though I am inside a dream.