Okay so I was just reading sensei's 'Thanks for all the fish' post and I saw something very interesting, the rest is from sensei, don't give me any credit but I just wanted to pick this out and highlight it because it seems like very good advice to me:

"It explains why when we are told as a kid “Don’t be afraid of nightmares, the next time it happens, just wake yourself up” you do it. No questions asked. Because you simply believe that it is that simple. Simplifying the problem. Instead of what we start with as kids, a simple
2 + 2 = 4.
We complicate it and it starts looking more like
integrate sin x dx from x=0 to pi"

This is a great bit of advice and it's really woken me up (excuse the pun) to why I am failing so bad at having a lucid dream, because up until I saw this quote, I always thought to myself 'lucid dreaming is hard to achieve, but I will persevere'. Now I was almost there, perseverance is very important, but whats more important is how hard you think lucid dreaming is. If you think that lucid dreaming is difficult to achieve, then you're making it harder for yourself, just think of it as as easy as eating or breathing and I think you'll get some better results.