DISCLAIMER: I haven't read the thread, so if all this advice has already been given, my apologies.
I've had lucid dreams all my life, just naturally. It's a fascinating subject and it's damn fun; almost like total reality control. If you're interested in the subject, here's a few tips that have helped me:
1. Write in a dream journal. It improves dream recall and the chances of lucid dreams. I've found no technique that works better for giving yourself deep, detailed lucid dreams than writing in a dream journal every morning. If you don't have time to do this, get a cheap tape recorder or something and use that; then write down the recording when you do have time.
2. Do reality checks. In real life, get in the habit of doing things like counting your fingers, crossing your eyes, or looking in mirrors. In dreams, you'll retain these habits, but in dreams these often go wrong - I've had a dozen fingers before, had beards spontaneously grow, and been unable to un-cross my eyes, and those are usually dead giveaways that I'm dreaming (or that I'm bat-

insane, which is only slightly less likely). A good time to do these is right when you wake up, as false awakenings are very common and can move into great lucid dreams. What Dokstarr mentioned, looking at clocks or words, is another good example of a reality check. Another thing that can trigger lucid dreams is a recurring dream; especially if you're writing in your dream journal regularly, you'll recognize the situation and may become lucid. This is great for people who have recurring nightmares, although it can be stressful writing the nightmares down.
3. Once you're lucid, don't take things seriously. If something is frustrating you, scaring you, or bothering you in any way, IGNORE IT. Dreams have NO attention span, if you ignore something for a bit it'll almost certainly change or disappear.
4. Similarly, don't try too hard once you're lucid to do anything major, such as conjuring an object. In all my years of lucid dreaming, I've only successfully conjured something a few times (although recently I've gotten very good at dropping 16-ton weights on things - blame my obsession with Monty Python). Even harder is conjuring a person. The easiest thing to do when you become lucid is to fly, which is SO MUCH FUN OH MAN!!
5. Once you're lucid, hang onto it if you can, but don't try too hard. Trying too hard is a sure-fire way to either get your subconscious to

with you, or just to wake up.
Hope you're successful in your experiments, as in my opinion lucid dreaming is one of the best forms of entertainment that could possibly exist.
EDIT: About the tooth loss thing: that's very very common, probably the most common really weird thing to happen in dreams. I have no idea why it happens, there are theories, but they're mostly Freudian stuff, which I think is bullshit (for example, one theory is that it's a manifestation of one's fear of loss). I've had them too, and it's actually become a trigger for lucid dreams, since I've become so aware of its link to dreaming.
EDIT AGAIN: the incubus/succubus/unable-to-move thing is also very common; I've heard it referred to as "the old witch" as some people imagine it as an old lady sitting on them (man, talk about Freudian...). If I remember correctly (anyone who feels like doing research, feel free to correct me), it happens when we move quickly from a state of awakeness to REM sleep, so that the environment is still very much in our minds, but we start to hallucinate/dream, and find ourselves unable to move due to the whole being asleep thing. It can be pretty bad, I guess; I've only had it in a pleasant way, for instance a beautiful girl would give me back rubs (I sleep on my stomach). This is a difficult thing to get rid of, the only thing I can think of is becoming lucid, but since you can't move there's no way to do a reality check, so you just have to rely on luck or experience.