Jezebel,
There is another state also, which lies somewhere in the midst of these, that I have only ever heard spoken of as 'twilight.' I have read that dear mr. Ben Franklin himself would sit in his chair in a half-asleep state with metal spheres in his hands, held above a plate, so that if he fell entirely asleep he would wake himself up. Thus he would access the hypnogogic state of sleep (proceeds sleep).
Certainly this is a mystical state of visions, after one has learned to control the experience (not go completely to sleep, and not wake up by trying to control the experience). in my experience this is the place of insights, breakthroughs in problems, and amazing new ideas (which is probably why our Ben Franklin used it so much).
An interesting thing is that this 'twilight' phase is a jumping off place where many people move into OBEs and Astral projection. It's also the mental space of a very deep trance. Personally, I am good at entering a trance state, but also like to use light-sound stimulation machines, sometimes along with melatonin, to aid in accessing 'twilght.' Also, it helps if you're really tired, but simply align your will with the idea that you're not actually going to go to sleep. You'll also need to consign yourself to not going to sleep for awhile after popping melatonin pills, otherwise you'll fall right asleep (at least for me, the strong intent to not fall asleep, but to pursue other things instead is normally sufficient).
Jonathan