Write Your Dreams Down
Put everything you remember in writing as soon as you wake up, even if it's vague. Gradually you'll start remembering more.
If you want to fly in your next lucid dream, for instance, take some time during your waking hours to visualize yourself doing so.
Do Regular Reality Checks
Throughout your waking day, ask yourself, "Could this be a dream?" By doing this while you're awake, you'll train yourself to do it while you're dreaming. With any luck, one night the answer will be yes.
Many people have more success with lucid dreaming during naps, especially morning naps, perhaps because they're sleeping less deeply then. (Be sure to write your dream down.)
If these methods don't work for you, check out LaBerge's book Lucid Dreaming: A Concise Guide (which includes an audio CD with training excercies). LaBerge also hosts lucid-dreaming retreats in Hawaii (see www.lucidity.com) during which, he says, almost everyone experiences a lucid dream.
Jaimal Yogis is a contributing editor.