This site is pretty in depth, so this may have been mentioned before, but I thought I'd put it just in case.

This isn't so much a technique, but it seems to work pretty well for me.

Basically if I stay awake for a long time and become really exhausted, when I go to sleep, I'll typically slip into a lucid dream. If you have some scene that you imagine as you're falling asleep, it seems to become lucid.

I believe it's because you go so fast from awake to asleep that your conscious mind can still remain active. Then it's just a matter of concentrating to keep the lucidity alive.

Worked for me a few times, so I thought I'd pass it on.