For me it's best when I wake up and hit

and go back to sleep
Your semi lucid right when you wake up, you always wake up out of the best dreams right? Just go back to sleep in the same position you sleep in. Your body stores your energetic dream self in that position.
But that takes practice. Try laying there and watching your body fall asleep. Stay conscious but let your body shut down. Your mind will still be on and it will be irritating as he'll but do it for a few nights. You won't even actually sleep. The trick is to learn separation of mind and body.
I've had some experiences were I could see my hand through my eyelids and move it. But I knew my physical arm wasn't moving. I opened my eyes and it was still laying there.
I've also seen my eyelids flood with light. And had my ears pierced in dreams by this girl "to find me again" I later started talking to her, literally met a girl from my dreams. Talked to her about all this astral type shyt, she lost interest.
Funny thing is, I met someone who looked just like her but older, pregnant and homeless crazy on the bus. She asked if I had a girlfriend. I said I'm talking to this girl right now. And she saw the picture she was like

. I asked who the father was she said "me". The girl I was talking to cut me off eventually said she wanted nothing to do with me, and I was like "oh, really? Fine by me"
But I digress.
Keep a dream journal. One of the best methods in fact. It tells your brain to keep record of your trips to the other side. Tell yourself your going to lucid dream. Not "I'm going to try lucid dreaming tonight" just do it. (it won't work the first few times but with practice you can get it)
Watch the movie Waking Life.