The best reality check I've found is to hold one's nose and try to breathe. If you're dreaming, you'll still be able to blow through your nose even if your nostrils are closed tight! It still takes some effort to realise that you
might be dreaming, so a good tactic is to try the reality check when you know you're awake. A common dream sign is technology acting in strange ways, so if you're awake you can perform an RC to check if you're dreaming. Eventually you'll develop the habit of checking if you're awake, and you'll be able to figure out that you're dreaming.
My first LD was very short, but I realised I was dreaming because a CD I was listening to was in the wrong order. Since then I've had a few more dreams, and I'm starting to build up a picture of my "dream world". It's strange to say the least. I'm still no expert, but that first lucid dream helped me to realise that is was possible.
The website that helped me the most was
LD4all. They have an active forum too, which is a great place to get help with and dream related problems.