I guess we can start from what we know here, and you sure should know your dreams, having several years of experience behind your shoulders: you’ve been dreaming your whole life, every night, and that ought to count for something 
so let’s grab all this experience and make good use of it.
As a side note, exercises concerning recent dreams are more executed the sooner you do it after the dream, mainly for recall issues. Those extra details can help you a long way in joining the pieces of the puzzle together 
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This exercise is in a way similar to MILD practice, as it revolves around remembering dreams (mostly by looking at journaled ones), or just making one on the spot if you feel like it, and putting your long-sought lucidity in it, just like that. You can imagine anything, from doing a RC to a dreamsign you previously missed, to just realizing you’ve been in a dream for some time, to starting the dream lucid, whatever feels right to you is fine.
After that, have fun in daydreaming/imagining/visualizing/writing down all the things you wanted to do ^^. Try to put all the details you want from a LD in there, and let it be as long as you desire. It’s your dreams, so no need to restrain yourself in here, just make it as good as you want it to be ;D.
Trying to keep a first person view is important as for LD’s, so try to feel yourself there, being surrounded by your desired environment, interacting with it just like you are already there. Try to really feel you’re there, imagine touching that bark of the tree, smelling that salted air near the ocean, hearing the voice of your favorite DC. Any level of “trueness” of detail is fine, really; a much more important thing is emotional participation, and quantity of details that you can “perceive” at any time.
If you hear/perceive in any way some external distractions, and find them bugging you, you can just incorporate it in the daydream, like the hum of that old fridge is really a hummed chant of wise ancients in the distance, or that fly that passed in front of you sight was really a faerie of sort. Just let it be the first thing that spawns into your mind, the more spontaneous the better.
With some practice, you might amuse yourself at how close these daydreaming sessions can be close to real dreams. And that means, you can easily learn to administer LD’s more wisely, while being outside, preparing for the night thing; it’s like training sessions for a sport: it’s just so much better if you prepare for a match, instead of training your muscles only as a result of the matches themselves.
- This can be easily be coupled with affirmations, to anchor your present state of (induced) lucidity to actual dreams more fully. Phrases like “Next time I’m dreaming, I will remember to recognize I’m dreaming” or anything generic like that can work, or anything more specific like “In my dreams I will do X” if you feel like it would be better for you. Check the appropriate section for more info.
- Try to keep continuity of the daydream, as the reason there was an interruption in the daydream might cause an interrupted LD in the same way. Notice what caused you to lose focus in the fantasy, and study it closely, then decide what to do with it. It can range from feeling you are done there, to some panic that makes you interrupt abruptly. Just examine it, the reasons for that behavior will eventually come up, and you will be able to treat the problem appropriately.
The same can of course be said for the opposite problem, the loss of lucidity. If you lose control and find yourself spacing at one point, try to remember what caused you to get distracted (even external causes, like some noise), get the bigger picture, and act appropriately, by getting more interested in the fantasy, and being aware of your thoughts as the same time, so you can channel them on your current goal, just by doing what you do at the moment. It’s mostly a matter of seeing them from a distance, so you’ll be able to let them pass by focusing on what you care about, instead of getting trampled and carried away. This way, you will get longer and longer LD’s, to the point of lasting entire REM phases, not to mention more enjoyable and full.
I can’t stress enough times how participation, form emotional to sensory, is the main propeller of this tech, as many others; you are spending this time anyway, so better do it with some effort, to multiply the results, and the enjoyment!
- There is a more engaging way of doing this practice, called “dream acting”, that is essentially the same thing, only now you do it moving your body too. It can be a little straining at first, because you obviously need to limit your movements, according to the place you’re in, but you can get accustomed to that sort of movements soon enough. This way, you can simulate moving, touching something (even if the texture will feel different, of course), changing postures (like sitting down), or making movements feel a little bit more real (like tilting your head when imagining flying).
It can work for some, because the participation of the body can bring a fuller immersion, while for others it can just be a big distraction that keeps them from fully enjoying their fantasy. You are free to experiment.
Learning from your previous dreams
For anything you might want to do in dreams and can’t manage, or you would want to improve, you already have plenty of examples, as close to you as they can get, upon which you can deduct your personal techniques: your recalled dreams. The question can be anything, from “How do I keep a dream stable?” to “How can I teleport successfully?”; just look at your previous attempts, and look for patterns. Has this technique worked before? Can you find ways of making it more effective? What if you used it in conjunction with something else? Play with the ideas, feel free to experiment, and remember to write it all down in the morning, so you can use it as the stepping stone for your future attempts.
It may seem a original idea, but in any dream, you really know you’re dreaming. Parts of your mind are actively generating fictional sensory perceptions, other are putting the coherency of a dream together, and so on; so somewhere inside your head, you really know it’s a dream; it’s just the conscious, surface you that doesn’t.
Or does it? How many times have you found yourself acting differently than IWL in a certain situation? Most of the dreamsigns are things that would be impossible, or very difficult, to experience in your daily life, and I’m sure if you met that pink elephant IWL, you would have started doubting something, instead of just looking at it and going on talking with that friend of yours that you’re haven’t been seeing in months. There are countless examples of situations in which dream and real behavior can be drastically different, so the only conclusion must be, you somehow know, each night, that what you are doing, what you are experiencing, is not reality; and if it is not reality, it must be a dream then! But if we know it is a dream, then why don’t we get lucid? That’s a really good question, as it differs from person to person, and that’s what I want you to find out with this exercise.
Start with remembering a dream you had, the vivider the memory the better (the aid of a DJ is of course advised), and whenever you find a dreamsign that you feel it should have made you lucid, ask yourself: “Why it didn’t?” “Why didn’t I become lucid?”. Blaming the thing on external causes, such as moon phases, the government, or your SC (if you feel it is a separate entity form you), will bring you nowhere: you knew from the start it was a dream, so somehow it’s you that chose not to become lucid. Again, the reasons may vary, and they can from the popular reasons for people to think LD’s are dangerous/bad for you, to any kind of doubt you’ll effectively get lucid (which can have deep reasons for their existence, but that doesn’t mean they can’t be understood and got over with), to various fears.
So, when you ask that question, try to be honest with yourself, as this is the only way of knowing. If the answer doesn’t come to you, you should wait some seconds in mind’s silence (10 is fine), and either try to reason over the motives, or just wait and let the answer come to you, by itself; if it doesn’t, let it pass, take it easy, and go on to the next dreamsign, asking yourself the same question: the answers can be multiple, and you can find them either in a single session, or in a week, or in a month, of analyzing your dreams closely.
While doing it, listen to what your mind has to say, and whatever it might spawn, however feebly it might be whispered, write it down, immediately, and I mean it, that’s really important. Why, you might ask? Because by getting it on paper, you got it cornered.
I’ll put here an example: you might be investigating through your dreamsigns, and casually, you get to think that lucid dreaming is hard. Write it down. Seriously. Now that you did it, you can now have a more objective view on things, and realize that one of the reasons why Lucid Dreaming is hard for you is thinking that it might indeed be hard. It’s actually a common one. Ironic, isn’t it? Drop that conception, go on with investigating if you can’t manage, the picture will get bigger and clearer each and every time. By doing this, finding solutions becomes a whole lot easier, so I only have to wish you good luck .
A dream that is not interpreted is like a letter that is unread. - The Talmud
It may seems this has no place here, but interpreting your dreams does have a nice effect on getting lucid. First, dreams are showing you you deepest beliefs, conceptions, feelings, and fears, and since you are probably adventuring into the world of Lucid Dreaming partly to master yourself, you may as well start discovering yourself with your ordinary dreams . Since each and every dream is entirely made by us (with some exceptions, some may argue, but that’s not the point), it is all about us, and every little object, word, DC is telling something about ourselves. It is an acknowledged practice to ask for advice about any particular concern to get related dreams, that may enlighten you on the subject. You could even ask dreams about Lucid Dreaming itself 
if that’s ok with you.
Plus, by the time you’re knowing your real concerns and freeing yourself from them, in your dreams there will be much more space for lucidity, instead of all those problems and doubts jumping about and keeping you from your goals. Learning to interpret your dreams also means getting more in touch with them, learning to remember every possible thing, plus giving a more than valid motivation to do it, improving your recall by a great deal as a result. More recall <-- More participation in dreams --> Sooner, more often and higher Lucidity.
As a side note, remember that Lucid Dreams can be interpreted too, and often with even greater results, because you’re getting more of the dream into your experience, plus your SC can be much more clear and straight with you by the time you’re lucid and reasoning (to the point you can have a chat with your personified SC - going well beyond the “interpretation” part 
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There is already a very nice guide to dream interpretation on our knowledge Base by LDphone, so feel free to have a look .
) to accomplish entirely different feats, such as making the sun rise, or rotating a distant object. So, who decided that pill you’re ingesting will help you with your flying skills? It isn’t given at all, it could transform you into a bear for all one knows before actually trying. Dreams are the realm of fantasy, afterall.
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You probably have thought of something else along the way, and you can now get right to it; if you didn’t, you still have the other goals you planned to do in your LD; and if there’s none left, either take your fun or think of new ones, not even the sky’s the limit to what you can accomplish in your dreams! Or, there’s always the beautiful dreamscape to explore, remember to take some time for that every now and then ^^
It sure is a lot of stuff to do, and one wonders if all these developments in skills, attitude and confidence could be helped outside dreams. Well, the answer is, they indeed can, and here we are, at the Daily Practice part. You probably noticed your behavior plays a major role in dreams, so by learning the right behavior during daytime, you can affect dreams positively, and be sure to get the best out of your next LD’s.
They will cover multiple grounds, from building confidence, to actually developing recall skills, to focus, to lucidity, to getting used to the idea of staying lucid, its practice, and its consequences. Find the one technique that appeals you the most, and apply it, for the time you need, remembering to put quality over quantity. Whenever you do it, 
; if that fails, remember to be happy and grateful about the LD still ^^ so to link LD’s with happiness. Gratitude and happiness go a very long way for LD’ing, like for all the rest.