Just look at your hand. In a lucid dream, your hand doesn't quite look like a normal hand.

The nose-plug check is more reliable and physiologically based: pinch your nose so that your nostrils are blocked, shut your mouth and breathe in. If you're dreaming you'll breathe in anyway since your nostrils aren't actually blocked.

Doesn't always work though. "Let's see... Seven fingers - yep, I'm awake."

Don't even look; just poke a finger through your palm. When dreaming, the rendering engine is still turned on, but clipping is off, and the physics engine is switched to a simplified model.

You can also breathe without an open airway, so the Valsalva maneuver does not work. As I need to do this several times during the day to relive underpressure due to my crap eustachian tubes, this is an immediate tell for me. Then I poke my finger through my palm, and usually get so excited about figuring out that I'm dreaming that I wake myself up. I've heard that you can spin around as though you were trying to make yourself dizzy to avoid waking, but it never seems to work for me.