According to lucidity.com, there can be a few different practical uses of lucid dreaming/OBEs. I'll add a link to their FAQ page. This is the web site I went to a few years ago when I had my first lucid dream. I've only had a few, haven't had a good one in a long time. For me, they're just fun. I've done experiments, but mainly I like to explore the environment and marvel at the incredible details I see in the dreams, thinking "wow, I know this is a dream and my mind made all of this. How on earth can my mind do this?" It seems Seth said that while we create our reality in our waking state, it's easier to do, with more immediate results, in our dream state. So it's a great place to consciously practice and play, with intention. Being lucid, aware that we are dreaming, gives us the opportunity to consciously create in our dreams. If I'm in a dream I don't like, or is boring, I can switch scenarios as easily as changing a tv channel.
http://www.lucidity.com/LucidDreamingFAQ2.5.html, see 2.1 WHY HAVE LUCID DREAMS? Some benefits mentioned: healing, transcendence, problem solving, rehearsal, adventure and fantasy:
"A large part of the extraordinary pleasure of lucid dreaming comes from the exhilarating feeling of utter freedom that accompanies the realization that you are in a dream and there will be no social or physical consequences of your actions."
Utter freedom.