Usually I remember my dreams, but typically only for a few minutes after waking up. Sometimes, a particular dream can stay with me a couple of days, but no longer than that. The amount I remember and the length of time depends on the amount of sleep I get and the nature of the dream.
For the most part, my dreams don't have a theme. In my dreams, I shift perspectives and personas all the time to the point where I rarely am me, so part of the dream I will spend as a little girl and at other times, as an old man. Typically, there is some adventuring, but it's more like wacky advntures I fall into that make little sense and not role-playing staples. In some respects, a lot like The Cell except not quite as colorful or vivid, and it's also like Hell in Constantine at times.
Years ago, I had a recurring dream which ended when the vehicle I was in crashed into a river or a lake. Sometimes I wake up before drowning and others, I actually escape and swim to safety (despite not being able to swim in real life). Given that Pittsburgh has a lot of bridges and that crossing them is essential for me to work and/or live, this led me to be a bit nervous at times when crossing one of them. Yes, these were the same bridges that as a kid I walked across with only slight trepidation.
Occasionally I get bouts of sleep paralysis. The paralysis seems a lot like in the soap operas and in the movies, where I can hear myself crying out against someone to stop hitting me but no sound is made. Those aren't too often, though and in fact I used to get them more frequently than I do now.
A few years ago, I started writing down the really vivid and crazy dreams when I'd be slaying demons or running away from the Blue Eyed Devil. However, I've stopped doing it for a lot of reasons. One is that my dreams simply don't make either narrative or symbolic sense. Also, while I can describe the dream to my heart's content, I can only approximate what it looks like with words, which means while I can remember parts of the dreams later on at times, when the memory of the dream fades, it's largely incomplete in spite of what I've written. Finally, I simply don't have much time any more to set aside time to write down my dream, no matter how awesome it is.