Since I'm a sexaholic, lust fantasies have been a huge part of my past lusting behavior. Surrendering those to God is what works for me.
But other than lust, I regularly find myself heading off into resentment fantasies. Those are both powerful and toxic to my serenity. Different from lust though, I don't have that same instant "allergic reaction" or "hot stove reaction" as I do from lust. So it usually takes me a bit of time before I recognize it for what it is. The time between when I start and when I recognize what I'm doing has become shorter over the years, so I usually don't get quite as far into the fantasy world of my own making as I used to. But it certainly happens still.
It's always some variation on the "real or perceived wrongs" of some other person. Then in my fantasy I can "destroy" them with my amazing ability to know exactly what they are going to do and say and think, and always have the perfect answer that proves just how wrong they are and right I am.
No matter the form of my fantasies, they come from the same source: my insistence on being my own god and having the world be the way I see fit. Being my own god gets me in nothing but trouble, whether it is lust, resentment, or anything else I refuse to surrender or accept about the real world.