I have a device called the Kasina. It is a pretty good light sound device. There are two types of eyewear. One where your eyes are closed and the other where they are open. I have both and prefer the eye open one. I fall asleep to easily with my eyes closed.
I have ordered a specific lucid dreaming device called the ibandplus. It should ship by June. It detects when you are in REM sleep via a headband EEG that flashes lights on your eyelids to inform you you are dreaming. Hopefully in your dream you notice the flashing lights and become lucid.