Back when I was in high school I read an Omni magazine article on lucid dreaming, which is the state of dreaming in which you are consciously aware that you are in a dream, and in some cases you are able to control elements of the dream. The article referenced research on the subject, and provided a list of exercises that had been used by some subjects to invoke lucid dreams. These exercises mostly involved "reality checks". Many times throughout the day, you basically check to see whether or not you are dreaming. You can do this by double-checking things in the environment, such as reading a line of text, looking away, then reading it again. Or looking at a person's facial features and hair, looking away, then looking again. Dreams are often fluid and changing, so these sorts of checks are good indicators as to whether or not you are dreaming.

Presumably, such exercises habituate you to checking often, so that in an actual dream, you unconsciously check to see if you're dreaming, and can then evoke a lucid dream state.

Here's the Wikipedia entry on lucid dreaming, and it contains a lot of good info, along with more detailed descriptions of exercises for getting into a lucid dream state.

For the past two weeks I've been casually doing reality checks, and for the first time in years I had a lucid dream, two nights ago. It was extremely short, no more than 10 seconds subjectively. I was in an airplane, looking out an open hatch at a daylight skyline, tilted at a 45% angle. We were diving into the middle of a city. The situation was so absurd (or terrifying, or whatever) that I immediately thought "This has to be a dream". Luckily it was. I jumped out of the hatch and was suspended in midair. Then I flew straight up, for only a couple of seconds, then the dream ended, which was a shame. The Wikipedia article lists techniques for extending lucid dreams, such as rubbing your hands or twirling. This dream ended too abruptly for me even to consider something like that.

Anyway, it's an interesting topic, and bears directly on the issue of consciousness. I'm going to keep up with the exercises and see if I can elicit any more lucid dreams.