There are several methods. SP = Sleep Paralysis. It's something the average sleeper goes through every night, but most are not consciously aware. Most of the time when people talk of LDs they talk of sensing it, and they often attempt to focus on not being too scared and moving out of it.
You can use mantras ("When I go to bed, I will remember my dreams"), listen to binaural beats, eat certain foods (B6, tryptophan for example), or a combination.
What I do is called wake back to bed. I sleep for 4 1/2 or six hours (Or somewhere in between). Then I stay up for 30 minutes to an hour, sometimes listening to binaural beats reading lucid dreaming forums etc. Then I go back to bed, and some of the time I will have LDs from this.
I used the LD beat from here for the first time with a WBTB, and it worked out well. I had a very vivid dream where I was controlling many things.