I can usually tell. I just let my dreams go which way they will, because they tend to be pretty interesting. If I get bored with a dream, I'll change it around a little bit.

I was once a mighty master lucid dreamer. Then I stopped practicing. It's very much a skill you have to keep using.

It varies from person to person, but something I did find out, if you're not afraid of loosing sleep, is figure out when you usually go to sleep and set your alarm to wake you up four to six hours from then. If you're lucky you'll hit it before a REM cycle starts, or even during, and you'll fall back to sleep directly in a dream. Much easier to obtain lucidity.

That sounds painful. Can't you guys just get a good nights sleep :B

I've had one dream where I was aware that I was dreaming during a few brief periods, so I altered its course a bit, but I haven't done anything beyond that.