I can wake up instantly at any time just by thinking about it. Keeping the dream going isn't so easy for me. A trick I've found is to keep moving. The best thing to do I find is to hop in a car and start driving. Its as if by keeping your brain busy coming up with new scenery, you keep it focused on dreaming. I'm just a natural lucid dreamer, I'm not very skilled since I haven't practised any of the techniques, I bet people here have loads of tricks for keeping dreams going.