Lucid dreams are not tiring, they aren't exhausting and they don't have any effects aside from the same as regular dreams. When lucid you are still asleep, still dreaming. You don't lose sleep because of it.

I can't say this from experience at lack of lucid dreams myself but this is clearly stated in LaBerge's "Exploring the World of Lucid Dreaming" and it does make sense considering the knowledge about dreams all together.