You can also enter lucid state by counting each breath when you inhale or exhale. Imagine that you are falling into sleep, from your foot upwards and visualize the parts of the body falling "asleep" and getting heavy. As the visualization moves upward, you will feel like you are falling asleep and move on to the dreaming state, fully or partially aware of your thoughts and dreams.
 
For people who are interested in this subject and cannot get themselves hypnotized enough to move on to the lucid dreaming state, try getting a CD or even consulting a hypnotherapist to help you get into a lucid dreaming state.

To get the full "Hypnosis Lucid Dreaming" article you'll need to download it here.