One method I found that seems to work for a lot of people (other than myself) is the Brainwave Generator. Uses basic binaural entrainment technology with headphones. I created a preset on there which seems to have worked well for several people who tested it. It can be found at LD Test Preset
The only prohibitive thing about this preset, is it was designed to take the user through the first complete sleep cycle, with an intense spattering of high beta during when REM should be taking place.
I've only managed to get one False Awakening with it.
My personal favorite method is to simply use the anchor of touching my forefingers to their respective thumbs while holding the intention to have a lucid dream. I do this sometimes throughout the day. Then as I'm lying down to sleep, I'll do it again for as long as I can, while awake. I sorta use that combined with the "stay awake as long as you can" method Erin talks about in the Podcast#10 on Steve's blog.
Hope this helps in some way.
Bill Perry Financial Freedom and Practical Spirituality