If you've never tried the reality check, NEVER EVER use only that one.
In fact, even when you DO have a supposedly foolproof RC, ALWAYS have at least one backup RC.
Do ALL your RC's, not just one. Regardless what the first one tells you.
Assume you're dreaming until you can prove otherwise. Not vice versa.

Other RCs:
- Hold your nose, but continue breathing with your nose
- Count your fingers, one at at time, visually
- Try to remember the last meal you had, and ask if it was normal. If you can't remember, consider that you might be dreaming
- Throw something up in the air and catch it. Anything you can grab nearby.

The RC's that require that you have something nearby are no good, as are the ones that rely on your dream control skills. They're dangerous to rely on, at best.
They include:
- Looking in a mirror and touch your nose (this is interesting if you do find one though)
- Flying
- Summoning
- 'Feeling' the sensation of dreaming
- Flicking a light switch
- Asking a DC if you're dreaming (their response is not the usual 'Don't be stupid'. They tend to explain why not, or just ignore you)

Some of the above ones work better once you have consistent dream control.
I still advise care though.