There was a summer that I tried to do this: Every night I would tell myself that I would remember the dream, then remember and write it down right away in the morning, until I was really good at that, but never was able to lucid dream frequently. Theres guys up here at school who have nothing better to do with their lives, so they take naps every so often and stay awake all night because that helps them lucid dream (somehow..).
Another one of my good friends can control her dreams at will. Usually if a dream is going bad, she just changes it into something happier. I hate her