(Okay, so I'm thinking of ways to achieve what some LD devices can do, without me having to spend money. )

Here are my thoughts:

Could you alert yourself to the onset of REM sleep by inhibiting (gently) the movement of your eyelids in some way? Two thoughts on how to do this:

1) Wear a normal sleep mask (or just a scarf wrapped round your head) and roll up small balls of tissue paper (or use cotton wool) and put them in the mask so that they gently push your eyelids. When REM starts, hopefully your brain can pick up the signal, "something's different here" and help you become lucid.

2) Put sticky tape over your eyes.

(Incidental: Perhaps the action of taping your eyes could also help people to condition themselves to wake up from dreams without opening their eyes (and thus attempt a DEILD))