I do it all the time. It is the most fun thing you can possibly do. I remember my first intentionally induced lucid dream. I had had a couple by accident, and decided to read up on them. I got a book on lucid dreaming from the library and spent all day reading it. Since I usually dream about what I've been doing all day, I had a dream that night where I started thinking about lucid dreams, and suddenly realized I was in the middle of a dream! This is what I wrote the morning after it happened:
I don't remember what it was that tipped me off, since I can't remember hardly anything about the first half of the dream. What I do remember is that I was in my parents' house upstate, where there were many people whom I had never seen before in waking life. I was practicing making objects materialize, much to the delight of my dream friends. For instance, I would tell one of the people to reach into their back pocket, and they would be shocked to find a $500 in it that wasn't there before. Things kind of get blurry after that, but at some point I found myself testing out these powers on my own, by opening and closing a desk drawer, since I find it is much easier to materialize things out of sight.

After a little while, however, this got boring, and I felt like going somewhere else. But unfortunately, the dream started to fade. It was at this point that I remembered about LaBerge's book. I immediately got up from my seat and skipped gleefully toward the door while spinning around on my axis (according to LaBerge, this spinning is supposed to increase lucidity, and that is exactly what happened). When I got to the door, I suddenly realized what it was that I wanted to do. Once in the hallway, I decided that the best way to the outside world was the large window at the end of the hall. But unfortunately, this window does not open, and it didn't in my lucid dream either. No worries, though. I could simply leap through the window, right?

Well, not quite. On my first attempt I simply hit the hard glass and bounced back, just as I might in real life. Somewhat confused, I tried again, but again I found myself pressed up against the window. It was distinctively cool and hard, although I knew this barrier did not really exist. Then I remembered something else LaBerge had mentioned, namely the crucial difference between intention and expectation. It isn't enough to merely tap your heels, chant "there's no place like home", and hope to end up in Kansas. You must actually expect it to happen. On my third attempt, I got a nice running start, and fully expected myself to go effortlessly through the window. I leapt into the air, through the window, and safely onto the ledge outside, seven stories above the ground. I felt much like Neo must have felt upon bending the spoon. I realized that it was not my environment which had to change, but myself.

This realization gave me the confidence I needed to take that giant leap. Normally I am absolutely terrified of heights, but in the dream I hadn't the slightest fear of falling, since I already proved to myself that the impossible was possible if I just believed it to be. I outstretched my hands and jumped. Soaring like a glider above my surroundings, I felt an exhilirating and undescribable sense of freedom. I turned ninety degrees to my right and hovered down on top of another building, holding onto the edge of the roof and looking down about four or five stories to the ground. I then got up and directly in front of me was a beautiful sunset full of vivid oranges and yellows. I could see a long metal fence along the ground and some power lines behind it. For my next flight I decided to go directly toward the sunset. I leapt off the building and saw the fence and power lines getting closer, but at some point the excitement got to me and I had a false awakening, followed shortly by a real awakening.
I don't really have a method. Sometimes I just suddenly realize I'm dreaming, and then proceed to go out and have fun with it. You can literally do anything you can imagine. You can fly, run at 200 mph, have sex with all kinds of beautiful ladies, go on a GTA-style rampage with a machine gun, smoke a doobie the size of a Buick, whatever.

Weed definitely did not play a role. I have a very hard time remembering my dreams at all if I smoke before going to bed.