After getting lucid dreams down you have to practice something else. On more than one occasion I've wanted to do something in a dream, have a lucid dream, then totally forget what I wanted to do and mess around/do some other cool thing. Sometimes you're not all there cognitively. It's annoying and that requires practice too.
This is covered by "rehearsing dreams," as mentioned in the article I linked to. But there's something else I learned along time ago that works quite well, if you can remember to do it.
Quite simply, as soon as you become lucid, ground yourself into your five senses. Focus on feeling what's around you (a breeze, the earth beneath your feet), seeing what's around you, smelling, hearing, even tasting. You can do this by picking up something, or just looking around and admiring the scenery, or whatever you find comfortable. Doing all that solidifies the lucid experience by solidifying your lucid senses, thus improving your awareness of the dream world, thus improving your lucid control of the dream world.
I usually forget to do it, but I've found its a good thing to do.

~:Shin:~