Every now and then you may notice that I arise even earlier than my normal coffee time. Some times I stay awake and get a lot done at home. Sometimes I go back to bed. It is often when I do this that my dreams are odd and vivid. This seems to be pretty normal.
From what I have read, it is this condition, the idea of getting up earlier than your normal awake time, becoming lucid in normal consciousness and going back to bed that provides great opportunity for lucid dreaming. This is one of the techniques The Dream Foundation gives for having lucid dreams.
Other suggestions they give include using auto-suggestion before falling asleep. This is probably similar or the same as setting your intention. Expect to have a lucid dream. As I dream I am aware that I am dreaming and can consciously do anything I want to do increasing my confidence (or something like that).
Also, I find this an interesting concept, as well (quoted directly):
Perform reality checks as a habit: Always Test First and then Decide when you have even the slightest inclination that you might be dreaming. In this way you won’t miss valuable lucid opportunities. Also, throughout the day, ask yourself as often as you can remember, whether you are dreaming, and perform a test to find out. This may seem silly, but it will carry over by habit to the dream state, and you will be very glad (for once) when you find that your check has bounced! The best test is to read some text, look away and quickly look back. If the words change - you are dreaming! It helps to try to get the words to change. A digital watch is excellent for this. If there is no text nearby, look at your hands for a good 5-10 seconds to see if they appear wavy or odd in any way - as they most often do in dreams.