I've never done astral projection and I've never actually floated on air, so that's about all I can say there.
As for shape-shifting, I once had a profound experience, while wide awake, where I had the distinct bodily sense of turning into a wolf. I don't know how to explain what happened exactly that day, as it's not something I can openly discuss, but I think shape shifting is valid and some people probably can learn to do it at will.
One of my tattoos also carries a distant meaning of "wer-" like in werwolf, as told to me by a fellow student when I was in graduate school. This Chinese girl was asking me what my kanji tattoo meant, and was surprised I knew a primary and secondary meaning for it. She then told me this third meaning.
