My friends. Arcadian is right.
As soon as you enter the lucid dream state, start performing techniques that will intensify, maintain and prolong the experience. Rubbing hands, touching objects etc. are very effective.
In my circles we call it deepening. Deepening should be the very first thing you do in order to intensify the surroundings. This is linked to the duration of the lucid dream. Remember to get into the habit of doing this before carrying out you plans of action. Spend about 10 seconds deepening and getting involved in the action. Sensory amplification is one of the keys to keep you anchored to the dream world.
There are occasions when deepening can be bypassed. Then you get maintaining techniques which is basically deepening when you feel that the dream environment is fading again. Maintain as needed. Sometimes you can grab dream objects when you feel that you are about to wake up. One guy grabbed an old man's beard in a lucid dream once when he felt that he was about to wake up. He regained awareness of lying in bed but could still feel hair in his hand. He used the phantom sensation of that beard to pull himself out of body and he was back in the dream world and fully lucid still.
For deepening to work, you must be confident that it will work and don't worry about the experience ending abruptly. Don't be concerned with this. Use deepening for tuning into your dream reality rather than seeing it as a tool to avoid waking up. Also, remember that if you have an undesired awakening, you can always make another attempt at reentering the dream world. Separating from your perceived physical stencil helps.