However, I think the benefits of being able to lucid dream are found in the ability to see what is going on in your subsconscious mind.
That's one of the main things I love about it as well. There's something so amazingly strange about the feeling that comes over me when I'm dreaming about other people and suddenly realise the dream for what it is. Realisation of the fact that all those lives which I thought I'd been a part of, the minds which had been to all appearances interacting with me just as anyone else I've met in my life would, even perceived knowledge of a world or ecosystem...that they're all part of me. It can be an absolutely mind blowing experience. Especially when you're in that state, and you're left to ponder the nature of consciousness and identity. It can really drive home the proposition that our individual consciousness is so much more than our image of a homunculus sitting in the middle of our head pulling the body's strings. The flying and the dream sex are pretty nice too.
Everybody who tries seems to get different results from the same methods. Personally, what worked best for me was just obsessing over it. The prelude, in my opinion, has to be training yourself to remember as many dreams as possible per night and to recall as much detail in all of them as possible. Having a lucid dream isn't of any use if you can't remember it, or if your recall boils down to verification of it happening and one or two misty half recalled images. You should be able to end the day being able to recite the previous nights events just as you could those events which occurred during that day. The best way for me was forced writing of all dreams into text files upon waking. For me that took a hell of a lot of discipline. Even a minute spent lying in bed after waking would be just that much more of the narrative which I risked forgetting. Eventually, with enough practice, a point came where I didn't need to write them down anymore. Sadly, I've found this ability doesn't seem to be permanent. A couple months of only keeping memory of the dreams within my head is always enough to slowly lower me back into a state of ordinary dream amnesia shortly after waking.
But back to the actual concentration on lucid dreaming. The initial trigger for me was a couple weeks with the word asleep written on one hand, and awake on the other. The concept being that one would deliberately ask himself if he was currently in the state of whichever word he saw when that hand entered his field of vision. I admit, I actually did cheat a bit though and just did a sloppy cursive a and s on each hand. Needing to constantly explain why those words were on my hands may very well have acted as additional pushes into lucid dreaming, but oh well. I took consolation in knowing that I wouldn't be forever labeled as "dude with words on your hands!".
The method seemed to be a total failure, and I brooded over it for quite a bit after washing the ink off. The disgruntled emotion carried across a number of days actually wound up doing the trick for me though. The joy of my first induced one was enough to get me into a second soon after, and past that it became a matter of practice and training, like any other skill.
Shit I'm still going........STOP
I'm giving myself the excuse of indulgence by proxy for this post. If my schedule prevents me from really getting any work in with lucid dreaming, I can at least vicariously enjoy another's potential to do so. Hooray for my minds endless ability to create excuses!