While lucid or not lucid?
I have found it is very easy to wake myself if lucid through a certain technique.
I developed this technique from when I was young and had many nightmares. All one does is blink very fast and deliberately and then start opening and closing your eyes as hard as fast as you can. This causes your waking life eyes to open and therefore you wake up. Very effective and easy to do.

As far as waking up during REM without being lucid, I do not know of a way, sorry. What would be the reason to need to wake up?