I wrote this a loong time ago when I was a dream guide.
Thought this might be useful. Besides, I'd like to link it in my sig:

General tips:
For the sake of simplicity, I'll focus on Dream Induced Lucid Dreams (DILD)
Increasing your skill at lucid dreaming involves at least 3 steps: Dream Recall, Awareness and Control

Dream Recall:
Keep a dream journal to impress on your mind the importance of your dreams. It greatly increases both recall and the possibility of becoming lucid automagically
When you wake up - if possible stay in bed. Don't change position, just lie in the position you woke with and go over any feelings or snippets of dreams you remember. Ask what caused the feeling or the snippet. How did you feel like that, how did you get to that dream snippet, what happened afterwards, etc.
Only once you feel confident you've recalled as much as possible, then you may write it in your journal.

Awareness:
Practice your general awareness in both waking and dream 'life'.

First learn of a few reality checks (RCs). These are simple tests to 'check' if you're awake or sleeping.
Always have more than 1, to be sure one will work. As you get more skilled you may also need to find new reality checks.
Also identify some dream signs. You can liken dreamsigns to a RC 'trigger'. Eg. a dreamsign may be that whenever you see a car, you instinctively perform your RC's.

Make sure you practice your RCs and dreamsigns habitually until it becomes second nature to you. This may take between 2 days and 2 weeks, depending on the person and their determination. Ask yourself every now and again if the things around you seem to be all in your head, or are external to you. Eg. in The Matrix (I know - corny) they talk about your sensory input being all that lets you know of the world around you. Remember that things around you are only what your senses tell you they are. Realise that 'Seeing is NOT believing' and your senses are not always truth - this understanding seems to help with lucid dreams

Also always make sure you have some sort of goal you want to meet in your dream. This motivation both increases your chances of becoming lucid as well as the length and quality of your lucid dream.
Should you NOT do this, there is a high chance that your lucid dream will drift off back into a normal dream very quickly. You can liken it to having to go for a swim as soon as you've woken up You need to prevent yourself getting lazy

Dream Control:
When it comes to dream control, remember that your subconscious is still in control of a lot of the dream. And your subconscious is a tricky thing - what you sow, you reap. If you want something to happen in a dream, try to (1) make it easier to 'understand' - something that could happen in reality. Eg. open a box to summon an object, instead of it 'popping' up in front of you. Or use devices that help you to eg. fly. Throw them away once you realise that it's all in your mind. This is called a shortcut.(2) Don't doubt whether things happen. Just try to take for granted that things will just work. Any doubts can cause the negatives to happen. Nightmares for example are fuelled on doubts, fears and insecurity. Ever had a dream where you had to run, but couldn't? or fight, but felt like it was under water? That's all doubt. Just try to avoid thinking of any doubts, and take things for granted (Takes some practice)

I highly suggest looking through the tutorials for more information
Any question or topic you need elaboration on?