I've been doing this for years myself; I find it a form of self-awareness within your subconscious so as to "unlock" certain connections to your conscious state, good or bad, your essentially learning to utilize more of your brain potential and control the wilds of the human psyche...the only place truly left unexplored by man to date

A few starter books:
Exploring the World of Lucid Dreaming - Stephen LaBerge
The Lucid Dreamer - Malcolm Godwin
Tibetan Yogas of Dream and Sleep - Tenzin Wangyal Rinpoche
And here is a podcast a friend of mine put together explaining pretty much everything there is to know about it, enjoy.
http://lrspodcast.podomatic.com/play...08_49_57-07_00