As a teen (when the above mentioned parental bed stopped being an option) I taught myself to redirect dreams to better endings. Doesn't work 100%, but I can usually get back to sleep within a reasonable time frame. I have tried to explain to DS5 (nightmares, afraid of the dark) how to do it -- not sure it is really working for him at this age.
I did this successfully when I was five, with the coaching of older brothers. I've tried coaching my DD7 to do this since she was five, and she has yet to pull it off.
