Oh yeah, I've had two cath lab visits. In both of them, I woke up in the middle of the process, conscious enough to recognize that the black-and-white image on the screen was me with a wire in my heart and little puffs of dye.
The first time it happened, I was fascinated watching the process. I thought I asked them a question about what I was seeing. I probably was just mumbling. The second time, I had a bright white ball of nuclear fire in my chest, and in my mind's eye, my ribs were slumping under the heat. I tried to tell them about the burning sensation, and I apologized for complaining (one should always be polite to the doctor running a wire through one's arteries and into one's heart).
In both cases, after I tried to speak, the room went black again.
As I relate the story, I can see how, for some people, it would be nightmare fuel. But for me it was this abstract "hey, that's cool."
I'm in the UK and was intentionally kept conscious during angioplasty and stent placement. Mind you, it was an emergency heart-attack kind of appointment! The experience was very cool and I recall that the wire-wriggling cardiologist wore a sectional lead suit (rapidly firing X-ray machine) and to my drug-addled brain, reminded me of the armored gorillas in the Planet of the Apes movies.