Dreams (Matthew 2)

Have you ever wondered about your next move? I'm not talking about a game of Risk - weighing your options between a blitzkrieg through Kamchatka or attempting to secure Siam to protect Australia. I'm talking about day-to-day living.
At this point in Matthew, the wise men aren't doing your "typical" day-to-day living, but you can imagine that they're going through the same daily routines as you or I would. They get up in the morning, have a good stretch, have a coffee... All the while, they are navigating their way through Herod's conspiratory plot to kill the Baby.
How do they know what to do each day? How do they know which way to turn? The answer comes in Matthew 2. They are getting their instructions in a dream. Similarly, Joseph is instructed - in a dream - to take his family back to Israel.
Why a dream? Angels have proven their effectiveness. There were prophets who could have been trusted. Why a dream?
The ESV reads, "...And being warned in a dream not to return to Herod, they departed..." We know that they reacted to a dream. Was this a shared dream? Did they trust the recipient of the dream so much that they'd act on it?
These are mysteries to me. I'm looking forward to studying this a little further. In advance of that - however - I can take solace in the fact that all of these things, (dreams included), worked together to protect the Saviour.
Just as the wise men - and Joseph - were able to trust the dream to guide them, the Bible has earned my trust to guide me.