I lucid dream all the time. You can definitely train yourself to realize when you are in a dream. It takes a bit of time and a little changing of your sleep patterns, but it can happen.
My overall sleeping habits have changed quite a bit in the last year or so. I will go a couple days to two weeks at a time of getting no more than 1 or 2 REM cycles per sleep session. I think this affected the frequency at which I lucid dream by not fully allowing my mind to put itself into a dream state.
Also, the point at which you wake up has a lot to do with your ability to lucid dream. Typically one must wake up within a REM cycle or right after it to "remember" a dream. If one is gettin only getting a few number of REM cycles per sleep, the likelyness of waking up during those periods increases by virtue of the few number of hours slept.
Power napping allows one to lucid dream pretty well too. Stay up for a day, then close your eyes for about twenty minutes. You'll be asleep for all intensive physical purposes, but by no means are you mentally asleep.
I think that if you also try to question things in general as they are happening, you may lead yourself into more lucid dreams. If you are dreaming and you see something completely rediculous, say... yourself being able to levitate, then acknowledge that it is rediculous and use that. Even if you don't realize your in a dream, you realize you are doing something you normally can't. Thus, you can use that to try other things, say... being able to actually fly vs levitate. I've found for me at least, that small things like that lead to being able to lucid dream quite often.