I've been trying on and off to lucid dream since this thread first appeared, and it's been fucking great reading everyone's experiences - best thread ever! I read this book by chance around the time i started trying, it's a good read for those who like science writing:
http://www.amazon.co.uk/Counting-Sheep- ... 0006551726
I've not done too well, it seems some people's minds are just set up in ways that are conducive to it, whereas others aren't. It's very annoying since my girlfriend does it with ease and has done all her life. I've even laid next to her and given her instructions for what to dream about - she can't answer with more than moans and grunts but i can tell she's going through my instructions because she gets mad horny

(a great trick for those with lucid-dreaming girlfriends by the way!)
I've only had moments of lucidity a couple of times. The first I was in a large barn swinging on a log I'd hung from the ceiling, showing off to my friends, and I managed to think "this is bullshit - I must be dreaming". After a few seconds of excitement I immediately "woke up" into another dream and dreamt about thinking "awesome i nearly had a lucid dream". I felt like such a mug when I actually woke up, like "fucking subconscious .. can't believe I fell for that".
The other time happened after I realised I often have unpleasant dreams about driving: My car suddenly becomes a 7L beast and the brakes don't work, or I'm driving a really fast tractor and get over excited and accidentally skid it onto my mate's finely kept golf course, destroying the green (i don't actually have a mate who owns a golf course by the way).
So one night when my unrealistically fast Clio 1.2 was speeding out of my control into a busy roundabout I clocked that I was dreaming and had the chance to unleash my Gran Turismo 3 skills on the streets of Bristol without fear of a ticket. That was pretty good until I reached some sort of "destination" and lost lucidity.
So I've basically just added my experiences to the pile there, but if other people have been reading this thread as fervently as me then I've not wasted my time!