I've had my first LD experience a few years back during a short depressive phase. I've gotten back to doing it again after about a year's break, and I've already had a number of interesting experiences within the dream world. My LDs aren't all-too-common occurrences though; I could confidently recall less than ten dreams where I've been completely in-control of the dream world.
So, any experiences, tips, and methods from you guys?