Yes, I have had lucid dreams and been able to control them. I don't have them very often, but at least once a month. The best thing to do is keep a dream journal. You will start to become more aware of your dreams with this. Second, start doing reality checks. There are many threads discussing different techniques. I personally like the clock one, but it does not always work when I am in a dream (like last night for instance). Lastly, there are a number of things you can do in your dream if you feel you are going to loose lucidity. The best way for me is to start spinning around really fast. Just don't get frustrated. All of this takes time and it is different with every person.