I've had quite a few lucid dreams and I've figured out a method to have them but *NOTE* it is very dificult to have a lucid dream and it takes a lot of practice but won't work most of the time but the end result is great. These methods worked for me and I hope they work for you - I'm not responsible for bad use of this instructable (I can't see how though)
There are two types of lucid dreams in my opinion:
Full - Where you control your actions and the how the dreams goes.
Incomplete - Where you know you are dreaming however you can't control your actions.
Lets get started....
Step 1: Bad Sleep
1) You are sleeping badly and wake up
2) Leave your eyes closed and stay where you are (you need to stay sleepy, it helps if you remember what you were dreaming about)
3) Think about your bed, try to stay concentrated (you may lose track of reality but that's good)
4) You'll fall asleep and start dreaming almost immediately but remember, you are actually in your bed at home
5) Congratulations! You have taken the first step
Go to the next step to see another method, skip it if you want to see how to take control