Sometimes, I have some day dreams that I get so deep into that I just slip into them and they turn into a real dream. Anyone else have this happen?
Yes 
This is actually my most favourite way to WILD! It takes both perfect conditions and luck, but it happens sometimes. I have the habit of daydreaming in bed. When it is dark and quiet, and the mind sometimes races off into random thoughts, the daydreams can get really deep. I can imagine voices and physical sensations very vividly, and when it gets this deep, the characters sometimes say or do unexpected things. I have understood that several authors use this state for inspiration.
One thing that helps with turning this into a real dream is to daydream about something that matches the first signs of HI. For example, if I get a random thought or image of a street, then I daydream about walking along the street. As with all variations of WILD, this is most effective in a nap or in the morning.
Pretty much whenever I day dream I can take the “dream” as deep as I’d like. As long as I feed focus into the day dream it can become more and more real. In fact, this has had some interesting consequences, but more on that in a minute.
Like Siiw said, you can use this to WILD. (I’ve always equated it with VILD; not the definition that the forum uses, though.) I’ve done it before, too, but I didn’t become lucid (it was before I knew about LDing). I focused on a daydream so much that I actually fell asleep and the day dream continued. Given I was focusing on the same scene from the dream over and over (on loop) the dream was on loop. Pretty interesting.
But back to consequences… I’ve actually caught myself remembering things in unreal detail that never happened AND never occurred in a dream. Recently, for example, I was practicing an incubation as I fell asleep and I was getting into the day dream visualizing it over and over. Well… woke up the next morning. No dreams, but my incubation was so ingrained in memory it felt as if I had dreamed of it (I might have, but I’m pretty sure I didn’t).
The day dream was so ingrained in memory it felt like a real memory, but never happened… I’m not saying this will happen to everyone; just that it happened to me (the past Sunday, I believe) and I wanted to share it given it’s relevant here. 
I can’t claim to be any good at using my daydreams as the topic asks, but I should point out that Oreo/Lucidis, who often idles in our chat, has made this a key technique of his and is very proficient at it. He’s written a tutorial on it over at DreamViews. I can very much imagine using this to WILD, as Siiw and Scipio suggested.
Also, it’s good to see that you’re still here, MrLucidZombie. 
I figured that with Swapnote dead, we’d have no more contact with you.