My last lucid dream was ~20 years ago but what worked for me back then was just saying to myself (over and over again) before falling asleep that "My name is $NAME, whenever something weird happens now, think carefully about what was the last thing you remember".

Then while I was dreaming that I'm jumping off buildings etc, I started to realize that wait, this is weird.. what's my name? What's the last thing I rember before.. oh, right, I was falling asleep..therefore, this has to be a dream. Yay!