I am pretty much a lucid dreamer every night.
Back whne I was in fifth grade, I had a night terror. Night Terrors are worse than nightmares. They are so scary that sometimes you cannot remember them, but you wake up screaming or sweating.
Anyway, this effected me so much I read everything I could get my hands on on the subject of dreams. Soon I begandoing all of these exercises to promote lucid dreaming until it became second nature when I slept.
I still will have nightmares, but I can deal with them now.
Some fun dream tips I can give you:
To prove to yourself you are in a dream, look at a clock, then look away and look back. The time will change.
Try to read the newspaper...you can't get past one sentence.
This has to do with the fact you dream with the side of your brain that does not handle these simple functions.
To wake yourself up...Try closing your eyes and dive to the ground. Since your eyes are closed, you have eliminated your surroundings. You will feel like you are falling forever. It's a great sensation. At this time you can concentrate on another subject and change your dream or shake your body and you'll wake up.
A lot of these things take practice...enjoy!