The more you think about lucid dreaming, the more it starts happening. Now that you've done it once, it will start happening spontaneously. There are ways to make it happen more regularly though. Heres one way: get a sheet of paper and write "ARE YOU DREAMING?" on it with a marker and attach it to your ceiling so that every time you go to bed or wake up, you see it and then genuinely ask yourself the question and check to see if you're in a dream. Do this every day for a month and eventually, you'll start doing this in your dreams and when you do, you usually become lucid. Just make a habit of asking yourself if you're dreaming.
There are other ways to enter lucid dreams too and something very interesting I've noticed is that when you enter a lucid dream directly from wake, the LD is super vivid, its more real and vivid than real life. Its real interesting, everything is so much clearer and more vivid. Theres a free ebook on this site:
http://obe4u.com/
which I read a while ago. It gives you various techniques for entering lucid dreams. It also teaches you lucid dream skills.
Acting out fantasies in LDs is brilliant. I can't act out sexual ones since I always wake up before I can come close to having sex (I think people can train themselves to be able to do it though, the trick is to suppress excitement) but I can act out just about all other fantasies. My favourite is joyriding and rampaging around a big city. God, its so much fun, ts something that you can't experience in real life because in real life you have to be careful to avoid injuring/killing people and you would have swarms of police after you (in LDs, that adds to the fun but in real life it means you're most likely going to to get imprisoned or killed).