In my experience, yes. The hard part mainly just seems to be remembering to do so! Being lucid in a dream is a conscious decision, just as going out of “auto-pilot” or “zombie” mode and returning to self awareness in waking life is. (By the way, I'm in the camp that believes that this self-awareness is technically the same thing as being lucid, whether awake or not.) In either case, it's amazingly easy to get distracted and forget all about that decision that we can make, but when we do manage to remember, it's generally fairly easy to do.

I've occasionally experienced some interesting dreams in which I've become lucid gradually enough to be able to observe (and remember upon awakening) an entire underlying chain of thought leading up to my decision to become lucid. In one dream, for instance, when encountering an event that didn't seem to make sense, I noticed a vague back-of-the-mind thought that I have the ability to become lucid during a dream, followed by a memory that I can choose to become lucid anytime I wish, followed by the conscious decision to go ahead and do that, followed finally by my recognition that I was currently dreaming and deciding to remember my LD goals and get going—all in a rapid, largely nonverbal train of thought lasting perhaps a couple of seconds or so. I found that observation quite fascinating and enlightening.