Hrmmm.. I have lots of lucid dreams but I have never been able to trigger them by myself. I am just dreaming and then I will suddenly realise that I am dreaming, then I take control of the dream consciously. It usually happens 3 or 4 times a week.. but sometimes I can go for weeks without having one.

The dreams I like the most, whether I am lucid or not, are the ones where I can play guitar really well.. then I wake up. :p