Technique Description Advantages Disadvantages
Reality Checks Checking reality of a dream easy to begin with Not guaranteed to work
MILD - Mnemonic Induction of Lucid Dreams   easy to begin with  
WILD - Wake Initiated Lucid Dreams staying concious whilst falling asleep can lucid dream at will Takes a long time to perform and master

WBTB - Wake-Back-To-Bed

Waking up after sleep for 30 minutes and going back to sleep used together with WILD or MILD can make them easier You have to get up after 6 hours sleep
Guides
lucid dreaming guide
Tools
lucid dreaming guide