I have lucid dreams sometimes, but I can't tell when was the last one... I remember of one when I was a kid though, and in that dream I even told someone "Hey, do you know I'm dreaming ?" ! ;-) It's always an interesting experience. I know there are techniques to make them happen, but never tried them...
I've tried many techniques. Some work for me, some don't. But they helped me have lucid dreams more often.