It's kind of embarrassing to admit to these things, but I've had dreams of being at their concerts, me singing their songs in front of an audience, or just hearing their music in my sleep.
Also, listening to them when you're in the "almost sleep," or "first layer of unconsciousness" can be a VERY SURREAL experience. The mind makes up little images to go along with the lyrics. Sometimes even just the music. And NO, I am NOT on DRUGS!