I am nightmare-prone anyway, but certain things exacerbate the problem: caffeine, provigil, watching certain shows too close to bedtime. Sometimes no known cause.
I hate it when people tell me they don't dream (or don't remember them). There's no way to explain that kind of dream to someone who doesn't dream at all! My husband is one of those, and he can't for the life of him understand why I'm sobbing uncontrollably about something I dreamed! Before he got smarter, he used to stand there and say, "But it wasn't real!" and of course, I'd sob harder.
I differentiate between nightmares and "bad dreams", though I guess it's all the same. Some are so real that I can't shake them off for a long, long time. And some of the images (or sounds) never really go away.