The number of techniques advertised to induce lucidity is staggering. Often, it is difficult enough for a newcomer to dig through the dross (because a lot of the techniques are just bad) that it may take them years to discover a technique that works well for them. Below, I will try to sum up what I think are some of the most helpful (and easy to use) techniques available.
1. MILD (the original version developed by Stephen LaBerge). For the average western person, MILD will probably be the most efficacious technique because it does not rely on meditative awareness. MILD essentially works with your ability to remember what your previous dream was like, and then strongly affirm that you will recognize the next dream you have as being a dream. A full description of the MILD technique can be found here.
2. Reality checking. This is truly worth an entire post in itself, but Lucidity Institute will give you a good example of how to RC here.
3. Wake Back to Bed (Sleep Interruption). Probably the single most powerful technique, and can (and should) be coupled with a second technique of your choice. Set your intention to awaken after five hours or so of sleep. Then stay awake for approximately half an hour. This allows the mind to wake up, and prepare itself to be aware in the dream state. Can’t state enough how effective this is. Return to sleep, and use MILD or something else.
4. WILD techniques. While WILD (Wake Initiated Lucid Dream) is very popular with internet users, it is really one of the more challenging dream entries to pull off. If you are going to try WILD, choose a technique that utilizes some kind of anchor for your awareness–body, breath, mantra, or visual image. A useful guide to WILD can be found here (though the tone is a little snarky). You can also use an opportune moment to try dream re-entry, or DEILD (Dream Exit Induced Lucid Dream), as discussed in Working with Dreams: Conscious Dream Re-entry (Part 2).
5. SSILD. An odd and yet effective technique. If you are interested in something with very little work involved, please check this out. It may even work on the first night. The consistency in later use is questionable, but the efficacy of the technique has been demonstrated anecdotally many times over. Please check out CosmicIron’s blog post here for full instructions.
The most important factor is consistency. All of the above techniques will work, but require consistent effort to see demonstrable results. Even if the technique does not seem to be working, it does not mean that you are failing, or that the technique is bad. Rather, it means that dream awareness takes time to develop. If you continue practicing sincerely and consistently, you will see results.