It's a city combining aspects of San Francsico and Seattle: very dramatically hilly, lots of bridges and viaducts (some of them crazily angled almost like ski jumps so that I can't imagine someone actually wanting to drive on them), on a bay or some other big inland body of water. It's reappeared in my dreams for years. So has a version of Hermiston, Oregon and the semi-desert around it, and a forested area on a coast much like Oregon's or Washington's (with a cliff-lined inlet filled with more leaping killer whales than you'd expect), and my mom's childhood home in NE Portland. That house was where I lived for the first three weeks of my life, and I visited it often until my grandparents finally moved out of it in the late '90s. It really imprinted itself on my dream-mind. One time I dreamed a dream that was set in that house, but the surrounding neighborhood had had some sort of horrible, neutron-bomb or zombie-invasion event happen to it and I was inside for safety.
I'm lucky, dream-wise: I dream vividly, and I almost never have nightmares. Even the somewhat disturbing dreams I usually can accept as dreams as they happen, so if they get closer to harrowing I can pull back from them and appreciate them without getting too wrapped up. It's not the dreamsickness that Caitlin R. Kiernan (greygirlbeast) talks about. (Good word, by the way, dreamsickness; Cait's good with words, I say, and Neil Gaiman and Harlan Ellison agree with me, so there. :-P )
My dreams are more likely to be disturbing if I'm a little too close to wakefulness when the dream starts: one night I was dreaming almost without realizing I was dreaming, and I dreamt of looking out my apartment window to see my car in a different position each time I looked. Glance, and it's parked as normal. Glance again, and it's 90 degrees from before. Glance again, and it's angled, with the suggested, shadowy presence of something nearby that's able to pick up a car silently like that. That threw me off; I needed longer to figure out I was dreaming, even with the unlikely event happening outside my window.
I'm sure you can tell: dreams are important to me.
Edited To Add: I remembered I'd written about that dream before, and I found it. It was from March 2005. Once again, LJ is a useful thing...