Chaining is a Lucid Dreaming technique which takes advantage of the post-dream state - the awakening often following a dream. It seems to have a rather high success rate, yet isn't widely known as a primary approach, like all these -ILDs we have floating around - WILD, MILD, DILD, NILD, and so forth ad infinitum. The much neater name "Chaining" distinguishes itself from the rest in both name and approach.
What you do is go to bed, not even worrying about having a
lucid dream. That's right, forget about your intention to lucid dream. Instead, focus on not moving at all when you awaken. Don't open your eyes, don't lift your head, don't do anything. When you wake up, do not move at all; stillness should be instinctive.
From this point, you should be able to get into a lucid dream without
much trouble, WILD-style. It's like floating in a black void, and all you have to do is visualize a little bit and a dream will begin to form.
In addition, you should repeatedly state that you are dreaming. Once your (hopefully lucid) dream is over, you should be able to get several more through the same not-moving stuff. This is what makes Chaining such a powerful lucid dreaming technique - you can actually, with practice, trigger several lucid dreams in a row, one at a time. Once you get familiar with this technique, try to shoot for three in a row, but don't get too greedy or you might lose lucidity.
So, in summary:
- Have a dream. This shouldn't take much effort, assuming you have a Central Nervous System.
- Wake up and don't move - remain completely still.
- Slip back into the dream state, as if WILDing.
- Have a lucid dream. Improvise! Remember to maintain stability within the dream.
- Lather, Rinse, Repeat.
As you can see, this technique utilizes a significantly different mindset than the normal LD techniques, in that it doesn't emphasize intention before sleep, and thus it might work well for people who haven't had volumes of success with the more traditional techniques. If you're new to lucid dreaming, you might want to try the well known and established methods instead. But, if you've been practicing for some time without much success, or you wish to increase the quantity of your lucid dreaming, then by all means give Chaining a go. | 
