There are probably many methods to achieve lucid dreaming, but I am only aware of keeping a dream journal and doing reality checks:
A Reality Check is a method of deducing whether one is in a dream or in real life. It usually involves an observation of some sort of sensory observation, usually visual. Most induced lucid dreams involve a reality check of some sort. A dream sign is a form of reality check that is more or less unique to the specific dreamer.
In the movie Inception, they use a spinner as an example. If it doesn't stop spinning, you're in a dream.
My reality check is trying to breath through my nose while holding it shut. I like this check because all I need for it is my body.
What's yours?