I've only had one semi-out of body experience, but I can lucid dream on a fairly regular basis.
The one time I almost had an out of body experience I felt like I got my hand/arm partway out. I was not really dozing but drifting, like I was trapped half asleep. I visualized getting my arm out, and I could feel it in a different place than it was, even though my actual arm was still lying on my bed. That's as far as I got, though.
To lucid dream I usually just give myself suggestions about it before bed, and try to fall asleep lying on my back. I've found that for both lucid dreaming and out of body it's more likely to happen for me if I'm slightly uncomfortable - usually if I'm hot. It's hard for me to put myself into that half awake state at will, though, even if I'm under the right physical conditions. Still working on it, I guess!