I too have been interested in Lucid Dreams for quite awhile now. Mostly for personal empowerment. For me, many lucid dreams occur from a wake induced stance. Where you slip into a dream with your awareness intact. However, when most people think of Lucid Dreams, they think of mid-dream LD's. Where you become aware of a dream while inside of a dream. Either works the same, but there is more control from a wake induced stand point than one where you try to trigger it from within a dream.
If you are looking to train yourself, you could try, just as a starter. Binaural beats, which use different frequencies to achieve certain states of consciousness, or physical reactions. It all depends on frequencies used. I have experimented with these beats in the interests of LD's among other things. I personally have had little success with LD Binaural beats, however, other people swear by them.
You can also use herbal supplements to trigger a lucid dream. In fact there is a book with some extensive information on the different kind of supplements you can use to help trigger a LD. Here is a link with some information on that:
http://dreamstudies.org/the-truth-about-lucid-dreaming-supplements/
However, one of the more important facets of Lucid Dreams, is the discipline and training required to trigger them on a consistent basis. I would recommend training yourself to form a habit of reminding yourself to have a LD. Whenever you are in bed. I found that my chances to have a LD increase if I am able to get into the habit of visualizing the dream before it happens. That is to say. When I am extremely tired and I know I am about to fall asleep. I begin to let my mind wander and focus on certain things. When these things begin to balloon into a vision. I know that I am beginning to fall asleep. It is at that point that I focus on two reference points, very subtly. My dream hands (dream sign) and the environment. Doing this keeps your awareness from slipping away. The more subtle you make it, the easier it will be to slip into a dream with your awareness intact.
I could talk at length about this. Though this should be enough to get your started.