100% of the people I have taught LDing to have had them the first night so don't be discouraged :p I had my first is about 1 week. Increased awareness is where it's at :p Make sure you're being aware through ALL of the day, not just every time you're in a car or something.

IMO, these are the things should know for having an LD a night:

1. Awareness (read Naiya's tut. The most helpful thing for LD's not matter what)

2. MILD

3. WBTB

4. Good dream reacall (like 3 or 4 a night. It comes with practice. I started off remembering 5 a week and now remember about 3-4 a night)

5. WILD (Just a good thing to know. Can be uber successful)

6. CONSISTENCY FIND A METHOD THAT WORKS, AND STICK WITH IT!!!
Screwing around trying other methods is bad. You can get an LD a night with almost any method as long as you practice it a lot.

With those under your belt, expect at least 1 a week within the first month then you'll progress at whatever rate.

I would really recommend WBTB+MILD combo. Easy and effective.