Inception was great and I've long been a fan of lucid dreaming. I taught myself how to do it by setting my alarm for 4 AM and snoozing for 5 or 6 hours a night. It is easier to realize you are dreaming, much easier, doing this. If you live alone I recommend trying it, but you will not be well rested in the morning.

Anyway, after you get enough practice realizing and controlling your dreams during snooze sessions, you can start trying out the real deal while you sleep through the night. Its still hard though, I rarely get full control over a dream more than once or twice a week.