Honestly, I haven't had a nightmare since I was about 11 when I learned to control my dreams.
Until that point I used to have a recurring nightmare where I was being chased in a forest by thousands of snakes, led by a giant one. That nightmare haunted me since as fas back as I can remember until one night, when I was 11, I consciously recognized that it was a dream and instead of running I stopped and turned around. What ensued was what I can only describe as an Japanime-esque hack'n'slash frenzy ending with a blade in my hand severing the head of the leader snake.
Ever since that night I've been in control of my dreams (for the most part), like a director on a film set. I let the dream run but when I sense that it's heading a direction I'm not comfortable with I intervene and redirect it. That's where the fun comes in, the adjustment can come in any style, whether I simply turn around or change my path or I get the tools I need to resolve and in some cases I've even morphed into something else.