My favourite reality check is the nose pinching one. In fact, I had a nap today from 9:30am-12:00pm and I ended up doing the nose-pinch reality check, and it gave me my second lucid dream! It was awesome!
A few months ago, I did the reality check where I looked at my hand and counted my fingers. Unfortunately, I did that once in a dream but nothing seemed different, so I never became lucid.
Once you find out what reality check is right for you, practice is as much as you can, especially when something seems strange or frightening. Good luck!