First, get a lot of rest. If you are sleep deprived it will interfere with lucid dreaming.
If you want to lucid dream you need to be able to remember your dreams. At least one per day. Therefore no matter what technique you use, you should start with learning to remember your dreams.
Keep a dream journal. When you wake up write down everything you can remember about the dream, including how you felt. Draw pictures of any symbols or anything else you feel is better expressed in pictures.
Set your intentions on remembering your dreams. Meditate focusing on the intention to remember your dreams. To help get you into the brainwaves for fixing this intention, you can use a lucid dream video or astral projection video such as the videos on this playlist of Karmic Beats videos.
Astral Projection, Lucid Dreaming, OBE, etc.
Normally when you dream you accept it as reality. It is not until you wake up that you realize it was a dream. To lucid dream you need to be able to tell when you are dreaming and when you are not.
A reality check is a test you can perform to see if you are dreaming or awake.
Do reality checks while awake and soon you will do them in your dreams.
It might seem odd to test reality when you are sure that you're awake, but making a habit out it will cause you to do the reality check in a dream and see that you are dreaming. This greatly increases the odds of having a lucid dream. So it is important to develop the habit of reality checks.
Here are some of the more common and successful reality checks:
Breathe - Can you hold your nose and mouth shut and still breathe?
Jump - When you jump, do you fly or float back down?
Read - Can you read a sentence more than once, without it changing?
Hands - Can you push the thumb of one hand through the other hand of push your hand through a solid surface? Do the palms of your hands look normal close-up or do they look strange; to many fingers, wrong color?
Time - Can you read a clock face or digital watch?
Mirrors - Do you look normal in the mirror?
I like the breathe, jump and hand tests. Just think to yourself, "am I dreaming?" then try to push the thumb of one hand through the palm of the other hand. Then jump up a bit and will yourself to fly. You do not have to jump high in the air a small jerk of your muscles while sitting in a chair is enough. Look around and say to yourself is this real?
If you do this regularly while awake you will do it when you dream and be able to know you are dreaming.
False awakenings occur when we wake up and think we are awake, yet we are still dreaming. False awakenings are more likely to occur to lucid dreamers. False awakenings can be very vivid and believable. Doing reality checks will help you know when you have had a false awakening. Then you can decide to either wake up or stay in the lucid dream. Be sure to do a reality check every day when you wake up.
Wake Back To Bed Technique
Set your alarm for about 6 hours. Go to bed. Wake up 6 hours later and stay awake for about 20 - 60 minutes. Don't forget to record any dreams you have had so far in your dream journal. This includes any lucid dreams as well. Use the time awake to read about lucid dreaming and or meditate to lucid dreaming or astral projection videos. You could also review your dream journal. This will fill your brain with the intentions to dream lucidly.
Then go back to sleep. I suggest listening to a lucid dreaming or astral projection video while you go to sleep. As you are going to sleep set your intentions on lucid dreaming. You can repeat a positive affirmation such as "I am a lucid dreamer and I remember my dreams"
The idea here is that as you sleep the period of dream sleep (REM) increases. At at about 6 hours we are getting the longest periods of REM sleep. The odds of lucid dreaming are best at this time.
Th Wake Back To Bed method is generally considered to be the most effective method known for lucid dreaming. It takes little preparation and it is simple and can be done by beginners. The only downside I know of is that you may need to go to sleep a little early in order to still have a full 7 - 8 hours of sleep each might due to the time awake.
If your schedule is tight and you cannot add an extra hour or even 20 minutes to your sleep time then just stay awake for 5 or 10 minutes when you wake up.
One variation of this technique is to stay awake only 5 minutes and not get out of bed or move. Just set your intentions on lucid dreaming and fall back asleep. This would be good for those who have schedules that do not permit even an extra 20 minutes
There is an ever growing number of lucid dreaming binaural and isochronic beats videos at the Karmic Beats You Tube channel.
YouTube playlists of Karmic Beats Videos:
I spend most of my time on making the videos. There are others who have spent the time to write this stuff up better than I have done here and forums where you can ask questions. (You can also ask questions here if you like)
LINKS to other lucid dreaming resources:
World of LUCID DREAMING - Reality Checks: The Gateway to Lucid Dreams
Wake Back To Bed
World of LUCID DREAMING - Wake Back To Bed: Lucid Dreams with WBTB
Lucid Dreaming Techniques
Wikibooks - Lucid Dreaming/Induction Techniques