I've read the tuts, and have actually experienced with WILDs and SP myself, actually created a dream from waking state once. Would DR or WILDs be a better way to go?
DR or WILDS? I'm guessing you mean DILD or WILDS. You need DR, Dream Recall, for all lucid and non-lucid dreaming.
If you can do WILD's, that's great! I've read that it's difficult for people who are just starting (like me ), but seeing as you've been able to do it, that's good.
With DILD, you don't have to use the WBTB, but you'd have to work on RC's throughout the day.

Oh, although this may seem a small concern, what is the best way to create a situation where sex occurs in a lucid dream?
I haven't had a Lucid Dream yet, but I've been lurking pretty much everywhere on this forum for a few days
While in a Lucid Dream, you have total control, so you can make your own sex situations if you wish. People do report that it causes them to wake up during or afterward though.