This is a glorious thing! I have been doing it for some six years by now, and have been "out" several hundred times.
Not only can you go anywhere you like in space and time (well, it depends on your skill of course), fly faster than the speed of light, pass through walls or anything (seemingly) solid and speak with the discarnate (deceased) - you can also get into the girls´ locker room undetected! ;-P
Your state of mind is also totally different. When in an OBE I am completely, utterly fearless and confident of myself. I feel like I can get away with anything, and I usually can... It is a feeling of total excitement and an almost child-like joy! When I am in an OBE, I don´t want to go back...
Techniques for achieving this include various trance, meditation and visualization methods. If you are experiencing sleep paralysis, with or without vibrations, this is an excellent springboard for attaining OBEs. May also be reached from lucid dreams.
Although it is not an easy thing to learn, it is highly recommended!
See also Astral projection.