“The MILD technique is a common technique used to induce a lucid dream at will by setting an intention, while falling asleep, to remember to recognize that one is dreaming, or to remember to look for dream signs when one is in a dream.” - Wikipedia
This intention to get lucid can be achieved by auto suggestion and/or repeating a mantra (such as “In my dream I will know I am dreaming” whatever suits you best) while falling asleep.
edit: oh silly me… This topic has it all: MILD FAQ