I'm glad this thread was created.
I used to spontaneously lucid dream and in one case, I had a lucid dream every night that was a continuation of the dream the night before. This went on for a while. I used to say 3 months, but I am now questioning that memory, as it was a long time ago. But at one point it stopped occurring and I was never able to lucid dream after that. In addition to that, I've had many other strange experiences (but I don't want stray too far from the topic at hand) associated with sleeping and this has increased my interest in these subjects.
The timing of this post is perfect because I've started recently to attempt to willfully induce lucid dreaming again and also wondered about Tibetan Dream Yoga and the connection between the two. While I've not yet read any books on Tibetan Dream Yoga, but will take the suggestions above, I have read into Stephen Laberge's research into lucid dreaming, particularly this book:Lucid Dreaming: A Concise Guide to Awakening in Your Dreams and in Your Life
Which is a condensed version of this book: Exploring the World of Lucid Dreaming
One of the points I've found important and useful is the method by which to remember dreams contained in these books. It makes sense. One could be lucid in a dream but not remember the dream, so it wouldn't be of much use then. I've been able to remember at least 1 dream a night sometimes 2 or 3 at this point.
In the lucid dreaming and dream yoga retreat taught by Alan Wallace referenced above, he talks about Stephen Laberge's work, its connection with and as an introduction to dream yoga. I highly recommend listening to the 2nd audio file of the retreat. So far I've listened to the first 3 audio files and I will definitely be listening to the retreat in it's entirety (this will take a while!).
I look forward to any further discussion or insights others might have in these areas.