1. Trying to put your index finger through the other palm. In a dream this works, it just goes through;
2. Press your nose closed and continue breathing normally. In a dream this works.
I stopped for a similar reason as the other poster. It really interfered with my ability to get the much needed rest while sleeping. It doesn’t come free (but is awesome when it works)
You could simply look this up on the internet, but for those of us who are exceptionally lazy, here goes:
Every now and then, say every hour, or whenever you think of it, look around you. Try to check if what you see is real. Are things floating around and is gravity not working as expected? When you look over your shoulder and back, did the room change color, and did the table just turn into a tree? Try to touch something with your hand. Do you not feel any resistance when your hand drops through the couch? If so, you are probably dreaming.
A few are: Look at a digital time twice, in a dream the numbers will usually change. Try to read fine print. Perfect vision with no glasses if you wear them.
The famous example from the movie Inception is spinning a top; if it never stops you are probably asleep (or maybe reality broke, oops!). But most people don't carry around a top to do this, so the other replies give some more practical examples that LD practitioners have come up with over the years.