Back when I was in high school, I had to write a term paper and selected the topic of lucid dreaming. I probably put more effort into that paper than any other assignment in all my years of schooling. I went to the local college and looked up every article on the topic I could find. Stephen Laberge had a book out back then (1985) according to Wikipedia, but all I could get were various periodicals. I studiously practiced the techniques he was recommending at the time (waking after a dream, noting it in a journal, staying awake for 5 minutes, repeating the mantra as you fall back to sleep: 'the next time I dream, I will realize that I am dreaming'.

I was amazed at how well a little bit of consistent practice could bring out this ability. I don't recall any negative side effects as others here have mentioned, but then I was a teenager so who knows if I was really tuned-in to how it was effecting me.

I remember being especially entranced by the idea of tests subjects sending coded signals to the waking world through muscular contractions - but then Dreamscape was a relatively new film at the time, so maybe that had something to do with it.