One of the techniques I know of is to sleep in a box. The uncomfortable position triggers lucid dreams because it impossible to sleep deeply.

The research also show if you want to have lucid dreams you need to sleep more. It' becomes easier to remember your dreams when you are in a lighter sleep. This also makes it possible to have lucid dreams. They also recommend you do it on days when you Don't have to get up.

So if you haven't finished your natural sleep cycles when you start lucid dreaming then it's probable that you wake up feeling like you haven't slept enough.

Alex