I always dream stuff that happens; it's just really mundane things like conversations but when they come true I always try to change the course of events, although usually everything pans out how I dreamt it would anyway.
The weirdest was when I dreamt Diana died, woke up in the morning and just said to my mum 'Diana died in a car crash' and it was the night it had happened any my mum freaked! I wouldn't mind but I could never stand the woman. (For the record I was 11 when she died).
I was also sat next to a friend once in a class at school, and I heard her ask me what I was doing at the weekend, so I started to reply - just as she asked me what I was doing at the weekend. Everyone on the table heard me start to reply before she'd asked the question, and that freaked them all out a bit.