Stephen LaBerge proposed two ways to prolong a lucid dream … The second technique is rubbing one’s hands … Results showed 90% of dreams were prolonged by hand rubbing.
(via http://en.wikipedia.org/wiki/Lucid_dream#Reality_testing)
I read this a few minutes before going to sleep, and the hand-rubbing trick worked perfectly for me. I did get overexcited about the lucidity, and woke up a little while later, but the fact that I was able to recognize, and prolong the dream was a definite personal victory.
From that page:
“Other techniques include shouting in a loud and clear voice, “INCREASE LUCIDITY!” inside the dream. People are often reluctant to do this, but it significantly stabilizes the dream and increases its vividness.”
…that made me laugh out loud.