This is what I do simply because I can't stop myself from doing it. I never could.
My life is usually an emotional rollercoaster that I feel the need to be in control of. Therefore, it takes me a while to simmer down at night, and I simply keep visualising things as I fall asleep.
For me, it's never a loss of lucidity, I'm always there. That's not to say that I remember everything I dream.
Do you remember everything you do during a day? Certainly not.
So the two things I "blame" for my ability to lucid dream are:
1)my ability to constantly visualise, or, as they call it on the internet these days, "image stream"
2)the fact that I treat reality as a "game". For most people, life is about everyone around them, so dreams, which are much more self-centered, are hard to wake up into. I am self-centered to the point of insanity, so I find absolutely no gap between my life and dreaming.
To end this, I will say that if you're one of those dudes who have a great imagination, and can visualise anything you please; and you're one of those dudes who have an uber presence and an uber self-image, you're probably already having lucid-dreams.