Well, my research on the subject suggests that SOME people have adverse effects from melatonin, but nothing serious. If you get a headache - stop.
As for B6, prolonged overdose can cause nervous system problems
So dont overdo it too much.. 100 or 150 mg should be fine

As to whether they work: For some people more than others.
You have to understand what they do to decide for yourself...

Melatonin is responsible for sleeping patterns, and generally cleans up your sleep cycles. This causes better sleep, and better cycles, more dream periods, etc.
Whereas B6 increases seratonin levels.. which are also linked to Melatonin in a few ways. B6 doesn't clean up your sleep necessarily, but is meant to produce very vivid dreams.

Also note that none of these two drugs will CAUSE lucid dreams... not at all. They only HELP to create the mental environment for them.
The only way to induce lucid dreams is with yourself.
There is no super drug that automatically causes lucid dreams without any effort from yourself. (To my knowledge)