Great way that helped me was to set my alarm to go off at multiple times throughout the day (about 4/5 a day) and get into the habit of immediately thinking "What was I dreaming?" Obviously there won't be a dream when practicing throughout the day so instead retrace your steps of the past 15mins-hour, which is a great practice in and of itself.

The problem I had at one stage was my first thought upon awakening was "Arghhh damn alarm clock" (*hits snooze button* back to sleep) = dream gone.

After doing this practice for a day my alarm clock became not my cue to wake up, but to remember my dream.