Rick Smith has taken an unusual approach to analyzing his dreams. He makes cartoons out of them. If you follow his dream comics from earliest to latest, you can follow his journey of self-discovery, as he explores his dream world.
Update for 10/8/2012:
It looks like the domain is now an online dream journal.
Dream journals are a good way to help you remember your dreams in more detail. I usually recommend that you keep a notebook and pen near your pillow, so that you can record the dream without moving around too much. This helps you remember them and to get as much detail as possible.
Rick Smith's comics are archived at http://sawlogs.blogspot.com/