The key to fantasy is distance. The distance has allure and power, seems simple and problem free. What you are offering, then, should be ungraspable. Never let it become oppressively familiar; it is the mirage in the distance, withdrawing as the sucker approaches. Never be too direct in describing the fantasy - keep it vague.
As a forger of fantasies, let your victim come close enough to see and be tempted, but keep him far away enough that he stays dreaming and desiring. If there is power in tapping into the fantasies of the masses, there is also a danger.
Fantasy usually contains an element of play - the public half realizes it is being duped, but it keeps the dream alive anyway, relishing the entertainment and the temporary diversion from the every day that you are providing. So keep it light - never come too close to the place where you are actually expected to produce results. That place may prove extremely hazardous.