Thought is all you really need. I, for one have been flying for months. Just last night I went flying through the streets in the center of the city. I was flying too low though, and a dog started chasing me. I lost lucidity shortly after that. Sheesh, I can't believe dream flying hadn't been mentioned yet.
In other news, I just tried to turn one of the walls in my house green. I spent maybe 10 minutes focusing on it but failed. I have the sneaky suspicion I've started an intention for that wall to be painted green though.