Hi,
Your subconscious has complete control over you while you sleep. Lucidity is the point where your brain clicks in and takes over from the subconscious. Ultimately every dream finishes in some degree of lucidity. However staying lucid without waking up is very difficult. It is like swimming just below the surface without braking it!
As people say on here, you are more likely to achieve lucidity if you wake up from a good nights sleep and try to go to sleep again. You dont go back to deep sleep and alternate between sleeping and day dreaming.
However some sleeping positions aid lucid dreaming; If you try to go back to sleep on your back with your hands above and under your head, you likely to drift in and out of lucidity for some time.
The hypnotic suggestion works in a different way. Your subconscious humours you with dreaming you are lucid dreaming!