I have used many different flying techniques in my dreams, but I think the one that has worked the best is to "swim" through the air. This is useful for a more controlled flight and tends to feel more natural.

If you're having problems with take-off, a good method is to get some altitude. Climb a tree or go to the top of a really tall building, then leap off at an upward angle.

It's also fun to use various flying aides, such as a magic carpet.