I haven't consciously experienced an OBE but LDs are my favorite. It is true you can program yourself to sleep "consciously" like IP says. The first night I tryed this I used a Huna style meditation (repeating the order to 'stay aware while sleeping') and then immediately went to bed.
The whole night I was conscious I was in my bed, but was able to manipulate my dreams and actively participate in them. Wow. When I "awoke" I had never felt so rested and energized. I highly recommend this.
You'll find that when you start delving into shared dreams.Let me say that sex is better in spirit, 'nuff said.