Lucid dreams, of course. Very often.
Actual dreams? I generally forget my dreams as I wake up, but on more than one occasion I wake up feeling like I've been a pony for a while. So I must have dreams of Ponyville. :) I do wish Equestria were real...
*edit* A month later, my answer has changed. I dream of Ponyville almost every night.
Actually yes, in one of them, Twilight came in and told me 'We will come for you soon, and you will become one of us, Ponyville is in the fate of your hooves.' Then I woke up. It was so awesome. /)^3^(\
Ofcourse, i dream of that on one day, there will open a portal that will send me to ponyville and that i become Rarity. The other main characters will be my friends and i live from that moment in Ponyville forever, and my family is there too as the pony they are at home. I know it will stay by a dream, but in my fantasy it will happen sometime.
Yes if i would i would help rarity create fashions and help fluttershy with the animals and help apple jack with the apple farm and help rainbow with the clouds and help pinkie bake and make sweets and also help twilight study